Preheat oven to 350° F.
In a mixing bowl, combine cake mix, egg, oil and pumpkin puree. (the dough should be thick enough to hold it's shape when dropped by the spoonful onto cookie sheet, but not as thick as typical cookie dough).
Drop cookie dough by the spoonfuls onto a greased cookie sheet. Bake at 350° for 10-15 minutes. Remove cookies from oven before they brown.
While cookies cool, make frosting. Beat together cream cheese, butter, salt, and vanilla. Mix in powdered sugar and cinnamon until combined. Add enough water to make the frosting light and fluffy.
Once cookies are cool, top with cinnamon cream cheese frosting.