In a medium large bowl, combine the cake mix, eggs, and vegetable oil until well combined.
Roll the dough into 1 inch balls.
Roll the balls in sugar and place on cookie sheet.
Bake for 7-9 minutes or until set.
Take out of oven and let cool for 5 minutes.
Place an unwrapped Hershey's Hug into the center of each cookie.
Do not move the cookie until they are completely cool, and the chocolate has pretty much hardened. If you move it, the chocolate will flatten into the cookie.
Notes
Make sure you let the cookies completely cool before moving them.