Mix butter, shortening, egg yolks and vanilla. Thoroughly blend in cake mix 1/3 at a time.
If dough is dry add 1 to 1/2 teaspoons water. Half cup chopped nuts, chocolate morsels, coconut, or raisins can be added to dough.
Roll dough into long smooth roll and chill until firm.
Preheat oven to 375 degrees F (190 degrees C).
Slice cookies about 1/4 inch thick and bake on ungreased cookie sheet about 8 minutes or until cookie is light brown around edges. Cool cookie on sheet about 1 minute before removing to rack.
