Preheat oven to 375°F. Combine cookie mix, oil, water, and egg in a large bowl until a soft dough forms. Roll into 36 (1 1/4-inch) balls (about 1 tablespoon each) and place in ungreased mini muffin cups. Use the end of a wooden spoon to make an indentation in the center of each ball.
Bake for 8 to 10 minutes until edges are light golden brown. Then, quickly press the center of each cookie with the end of a wooden spoon to create a 1-inch opening, wiping the end with a paper towel as needed. Let them cool in the pan for 15 minutes before transferring to a cooling rack to cool completely.
Fill a resealable plastic bag with frosting and cut off a corner. Pipe frosting into the center of each cookie cup. Cut truffles in half and place a half on top of the frosting in each cup. Drizzle with cookie icing and sprinkle with candy sprinkles.