Prepare cake batter as directed on package except reduce the water to 3/4 cup. Add dry pudding mix and melted chocolate; mix well.
Drop batter into 32 mounds, 2 inches apart, on baking sheets, using about 2 Tbsp. for each.
Bake 14 to 16 min. or until toothpick inserted in centers comes out almost clean. Cool on baking sheets 3 min. Remove to wire racks; cool completely.
Beat cream cheese and marshmallow creme in large bowl with mixer until blended. Gently stir in COOL WHIP.
Spread about 2 Tbsp. cream cheese mixture onto bottom side of each of 16 cookies; cover with remaining cookies to make sandwich.