Spray a 9″ x 13″ baking dish with cooking spray. Line it with parchment paper and then spray the paper.
Combine dry cake mix with egg and then add melted butter, forming a stiff batter. Place batter on paper in dish. Using the back of a spoon or your fingers, spread batter into a somewhat even layer in the bottom of the dish.
Top with candy and chips. Pour milk slowly over all, letting it seep down into all the nooks and crannies.
Bake for 25-30 minutes, until dough is set and golden, and firm in the middle. Top immediately with sprinkles of choice.
Let cookies cool completely. Lift parchment out of baking dish to remove baked dough. Cut into squares or bars with a sharp knife. Store covered. Refresh cookies by microwaving for 5-10 seconds per cookie, for a fresh out of the oven flavor.
Makes about 3 dozen, depending on what size you cut them