To make the cookies, preheat the oven to 350. Add the butter to a bowl and beat with a stand mixer (or hand mixer) for 2 minutes. Add the cake mix, eggs, and yogurt. Mix until everything is incorporated. The dough will be very sticky.
Using a small cookie scoop, scoop up to 12 balls of dough onto a cookie sheet. Bake at 350 for 8-11 minuets, until the cookies are just set.
While the cookies are cooling, make the filling. Add the butter and peanut butter to a bowl. Mix with a stand or hand mixer for 2 minutes. Add vanilla and salt and mix again. Add the powdered sugar and mix for another 2-3 minutes until the mixture is smooth.
Once the cookies have cooled, pipe or spread the mixture onto half of the cookies and sandwich with the remaining cookies! Enjoy!