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In a large mixing bowl, combine butter and sugar, beating until light and fluffy.
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Add egg and water, beating until combined.
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Add cake mix, and beat until combined. Dough will be thick.
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Cover and refrigerate for 2-3 hours, or until it can be rolled into balls.
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Prepare and chill lemon curd while waiting for the dough to chill!
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Coat non-stick mini muffin pans with cooking spray.
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Roll dough into scant 1-inch balls, about 11/2 - 2 tsp. dough, and place in the bottom of each muffin cup.
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Make an indentation with your thumb in the center of each dough ball.
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Bake at 350 degrees for 8-10 minutes, or until edges are pale golden brown.
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Immediately remove heat, and use the end of a wooden spoon to re-indent the center of each cup.
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Allow to cool completely before removing to a wire rack. They're a little delicate to remove from the pans, so make sure you're careful, and it helps to sort of spin them out of the cup!