Preheat oven to 350 degrees and place parchment paper on a cookie sheet.
In a large bowl add cake mix, eggnog, eggs, butter, nutmeg, cinnamon and vanilla. Stir with a wooden spoon until well incorporated. Batter will be soft.
Scoop cookie dough using a 1 inch cookie scoop and place onto prepared cookie sheet. Leave about 2 inches of space between the cookie dough.
Bake in oven for 9-11 minutes until the edges start to lightly brown and tops of cookies are set. Pull out of oven and allow cookies to rest on cookie sheet for 2-3 minutes and then take cookies off of cookie sheet and place on a wire rack to cool completely.
To make the icing, in a small bowl mix together powdered sugar, eggnog, butter, and vanilla until well combined. Icing should be thick like cake frosting.
Using a piping bag or a ziploc bag, pipe the frosting onto cooled cookies.
