1. Preheat oven to 350 degree F. Line cookie sheets with parchment paper; set aside.
2. In a large bowl combine cake mix, egg, oil, and buttermilk. Beat with an electric mixer on medium speed until smooth (dough will be stiff). Using a 1-teaspoon measure, spoon 1-inch mounds of batter onto prepared sheets about 2 inches apart. Shape mounds into balls and flatten slightly. Top each with sprinkles.
3. Bake for 8 to 10 minutes or until lightly browned and edges are firm. Transfer to wire racks to cool completely.
4. Divide frosting among 3 small bowls. Tint frosting yellow, blue, and pink with food coloring (1 drop each blue and red and 2 drops yellow). Frost the bottoms of half of the cookies. Top with remaining cookies.