Preheat oven to 350℉.
Combine the cake mix, eggs, and vegetable oil in a large mixing bowl. Beat or stir until a smooth, thick batter is created.
Using a tablespoon, scoop the cookies onto a silicone baking mat or parchment paper-lined cookie sheet.
Bake at 350℉ for 9-10 minutes, or until the edges are just beginning to harden. Allow to cool on wire rack for at least 10 minutes before removing from cookie sheet.
While the cookies are cooling, you can prepare the Coconut Pecan frosting. First, melt the butter in a medium saucepan over medium-low heat.
Add the evaporated milk, sugar, vanilla, and egg yolks to the pan, whisking to combine. Cook over medium-low heat, stirring occasionally, until the mixture begins to boil.
At that point, continue cooking for 8-9 minutes, whisking constantly, until the mixture begins to thicken. Remove from heat.
Gently fold the nuts and coconut into the frosting mixture.
Allow to cool at room temperature for 30 minutes, or cool in the refrigerator for at least 10 minutes, until the frosting has thickened and is cool to the touch.
Once cooled, top each cookie with approximately one tablespoon of the frosting.
Note: For the best German Chocolate Cake Cookie experience, you may wish to store the frosting and cookies separately, only frosting enough cookies for each serving. Store the cookies in an airtight container at room temperature, while storing the frosting in the fridge.