In a large mixing bowl, mix the cake mix, eggs, oil, and vanilla extract. Mix until well combined. The dough will be thick so it's best to use a hand mixer or a Danish Dough Whisk.
Using a cookie scoop such as the OXO Good Grip, scoop the dough out. This is about 1 1/2 Tbsp.
Place the dough in the powdered sugar and cover it well. Sometimes it's easier to simply sprinkle the powdered sugar on the dough because it is sticky.
Line your air fryer with parchment paper that is made for the air fryer if preferred or spray it with grapeseed oil spray.
Place the sugar-covered dough balls in the air fryer basket, usually 4 fit nicely.
Air Fry at 330*F for 8-10 minutes.
Let the cookies cool in the basket for 1-2 minutes before transferring them to a wire rack to cool.
Notes
Store in an airtight container for up to 4 days or in the fridge for up to a week.