Beat egg yolks and margarine together until well blended. Stir in vanilla. Gradually add cake mix while beating with an electric mixer. Mixture should be stiff. If it is sticky to the touch, refrigerate for 20 minutes.
Form teaspoonfuls of the dough into balls, and roll in sugar. Place on ungreased cookie sheets.
Bake at 350 degrees F (175 degrees C) for 11 minutes for soft cookies, and for 13 minutes for crispy cookies.