Preheat the oven to 350°F.
In a large bowl, whisk together the cake mix, pudding mix, and cornstarch.
Using a hand mixer or low speed, mix in the vegetable oil and water, just until combined and a dough is formed.
Refrigerate dough for at least 2 hours and up to overnight, to chill throughout.
Roll the dough into 1-inch balls.
Roll each ball in sanding sugar, if using, and place at least 2 inches apart on baking sheets
Bake for 10 minutes, until tops are split. Cool for 5 minutes on the baking sheet then transfer to cooling racks to finish cooling completely and serve.