Preheat oven to 350F and prepare the Twinkie pan or cupcake pan.
In a large bowl or stand mixer whip 4 large egg whites until stiff peaks form.
In a separate mixing bowl mix the cake mix with water. Fold the whipped egg whites into the batter and pour into the molds, filling halfway. Place extra batter in cupcake molds.
Cake until the cake is golden brown and the cake bounces back when poked with a toothpick, around 18 minutes. Let cool for 10 minutes, remove from the molds, and then cool to room temperature.
Make the Filling
In a medium bowl, whip together the marshmallow fluff, butter, confectioners sugar, and vanilla extract. Place the mixture in a piping bag with a tip or in a plastic bag with the tip cut off. Poke three holes in the cooled cake with a chopstick and fill the cake