Preheat oven to 375 degree F. Line a cookie sheet with parchment paper or foil (grease foil, if using). In a large mixing bowl beat pumpkin and butter with an electric mixer on medium speed until smooth. Add cake mix, eggs, and milk; beat on low speed until combined, and then on medium speed for 1 minute.
By the heaping tablespoon, drop mounds of batter 3 inches apart on cookie sheet; keep remaining batter chilled. Bake 15 minutes or until set and lightly browned around edges. Carefully remove from parchment or foil; cool on wire rack. Repeat with remaining batter, lining cooled cookie sheets each time with new parchment or foil. If desired, place cookies in a covered storage container with waxed paper between layers to prevent sticking. Store cookies at room temperature for 24 hours. Prepare Marshmallow-Spice Filling up to 2 hours before serving. Spread about 2-1/2 tablespoons filling on flat side of one cookie; top with a second cookie. Repeat. Serve immediately or cover and chill up to 2 hours. Makes 15 whoopies.
Up to 2 hours before serving, beat together butter and cream cheese until smooth. Add powdered sugar, marshmallow cream, vanilla, cinnamon and nutmeg. Beat until well combined.