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Preheat oven to 350 and line a baking sheet with parchment paper. Set aside.
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Place cake mix, eggs and oil in a mixing bowl and beat. The batter will be stiff. Spoon batter into a pastry bag or gallon resealable freezer bag (make sure it's a freezer bag). Twist the open end and snip so you have 1/2" tip.
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Pipe a heart shape onto the prepared parchment paper and bake for 8 minutes. Remove from oven, let cool on a baking sheet for 2 minutes before removing to a cooling rack to cool completely.
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Once cookies are baked, match them up in pairs. Frost the bottom of one cookie and place another on top. Cookies are soft so it's easiest to frost them on a flat surface. Sprinkle valentine sprinkles around the edges and set aside.