Preheat oven to 350°F. Grease a 9-inch round cake pan. In a bowl, mix cake mix, water, and egg until smooth. Pour into pan and bake for 25-30 minutes. Cool for 10 minutes in the pan, then transfer to a wire rack to cool completely.
In a medium bowl, beat cream cheese, powdered sugar, and vanilla extract until smooth. Set aside.
Crumble the cooled cake into a bowl. Mix in the cheesecake filling until well combined. Roll into 1-inch balls and place on a baking sheet. Chill for at least 30 minutes.
Melt chocolate chips and vegetable oil in a microwave-safe bowl in 30-second intervals until smooth. Dip the end of a lollipop stick into the chocolate, then insert into each cake ball. Dip each cake pop into the melted chocolate and let excess drip off.
Place coated cake pops upright in a styrofoam block or cup to set. Once chocolate is hardened, serve and enjoy!