For the whoopie pies: Line 2 rimmed baking sheets with parchment paper; set aside. In a medium bowl, mix together the cake mix, eggs and melted butter until incorporated, about 2 minutes. The mixture should be much thicker than cake batter and should hold its shape. Measure 1 rounded tablespoon of batter and place on the baking sheet (use a small ice cream scoop if you have one) 1 1/2 to 2 inches apart, ending up with 22 cookies. Freeze the baking sheets of cookie dough for 30 minutes.
While the cookies freeze, preheat the oven to 350 degrees F.
Bake the cookies until the tops spring back when touched, 12 to 15 minutes. Transfer the cookies to a wire rack and allow to cool completely.
For the filling: Using a mixer with the paddle attachment, beat the butter and cream cheese until light and fluffy, about 3 minutes. Add the vanilla and half the powdered sugar; mix until well incorporated. Then add the lemon juice, zest, remaining powdered sugar and the food coloring; mix again until smooth. Chill about 30 minutes.
Scoop 1 1/2 tablespoons of the filling on to the flat side of 11 cookies. Top with the remaining 11 cookies to create a sandwich. Store in the refrigerator until ready to enjoy!