Preheat oven to 350°F; line 2 baking sheets with parchment paper.
In a large bowl, stir together cake mix, pudding mix, milk, oil, eggs, and extracts until combined. Using two spoons or a small cookie scoop**, drop batter onto prepared baking sheets, about 2 inches apart. Bake 13-15 minutes, or until the tops of the cookies spring back when you touch them.
Allow cookies to cool 5 minutes on the baking sheets before transferring them to a wire rack to cool completely.
Make the Lime Cheesecake Filling:
In a stand mixer fitted with the whisk attachment, beat the heavy cream and pudding mix together until thick and fluffy, scraping down the sides of the bowl when necessary. Add the vanilla, lime juice, and lime zest, and continue beating until combined. Transfer filling to a pastry bag fitted with a large round tip, or a gallon size zip-top bag with the corner cut off.
To Assemble:
Pipe filling onto the bottom side of one cookie, then top with another unfrosted cookie, squishing them together slightly to form a sandwich. If not eating immediately, store whoopie pies in an airtight container in the refrigerator for up to one week.
Notes
*Vanilla or white chocolate pudding mix can be substituted for the cheesecake pudding mix.**My cookie scoop is 1 and 1/2 inches in diameter.