In a large bowl with a sturdy wooden spoon stir together the cake mix, eggs and canola oil until a soft dough forms.
Unroll the pie crusts and press half of the cookie dough mixture on each pie crust, leaving 1/4inch of one edge clean. Roll up the pie crust from the opposite side of the clean edge and pinch the seam closed. Use a sharp knife to cut into 1/2 inch pinwheels.
Place the cookies cut side down in a muffin tin. Bake for 8-10 minutes, until the pie crusts are lightly golden brown. Let cool in muffin tin for 3 minutes before removing to cookie rack. Let cool completely.
For the Glaze:
Heat the cream cheese in microwave for 20 seconds, until soft. Stir in the powdered sugar and milk and whisk until smooth. Add more milk if you want it a little thinner. Drizzle over cooled cookies. Store in an airtight container. Enjoy!