In a stand mixer or with an electric mixer cream butter and cream cheese in a large bowl. Add in yolk and mix to combine. Add in cake mix and vanilla and mix well. Chill 1 hour.
Preheat oven to 375 degrees F.
Roll dough into 1" balls and place on ungreased baking sheet. With a fork press dough in an X pattern. Bake for 8-10 minutes or until lightly golden.