Preheat oven to 325 degrees F (165 degrees C). Lightly grease cookie sheets.
In a medium bowl, stir together the dark and light chocolate cake mix. Add the eggs and oil, mix until well blended. Roll dough into 2 inch balls, and place them onto the prepared cookie sheet. Flatten the balls slightly with the back of a spoon.
Bake for 10 to 12 minutes in the preheated oven, until firm. Let cool on the baking sheet for a few minutes before removing to cool on wire racks.
To make the filling, beat the cream cheese and confectioner' sugar together until smooth. Spread between two cooled cookies.