Mix together cake mix, oil and eggs until dough comes together. Remove from bowl and divide dough into 3 approximately equal portions.
Add one portion of the dough back to the bowl and add a few drops of red food coloring, mix, add more coloring if desired to reach preferred shade of red. Mix until color is evenly distributed throughout the dough. Take red dough out of the bowl and set aside.
Repeat step 2 with another portion of dough and blue food coloring.
Wrap each of the three sections of dough in plastic wrap and chill 15 minutes.
Preheat oven to 350. Place powdered sugar in a small bowl. Roll dough into 1 1/2 inch balls, then roll the balls in the powdered sugar. Place 3 inches apart on a lightly greased baking sheet. Bake 12-15 minutes. Remove from oven and all to cool 2-3 minutes on the baking sheet. Transfer to a cooling rack or clean surface and allow to cool completely. Store in airtight container.