In a large bowl, combine cake mix, eggs, and oil. Roll tablespoons of dough into balls. Press a candy into each ball. Make sure each Rolo is covered with dough. Press 4 mini M & M's into the top of each cookie.
Place 2" apart on an ungreased cookie sheet. Bake at 350 degrees for 8-10 minutes or until tops are cracked. Cool for 2 minutes before removing from pan to a wire rack.