Beat cake mix, water, oil and eggs in large bowl and pour into a 13 inch x 9 inch pan. Bake as directed or until toothpick inserted in center comes out clean. Let cake cool.
Make buttercream frosting by mixing the butter and slowly add in the powdered sugar about a half a cup at a time.
Once all of the powdered sugar is combined with the butter add vanilla.
Add milk a tablespoon at a time to the frosting to get the desired consistency.
Spoon a one cup of frosting into a bowl and add several drops of black food coloring at a time and mix well. Repeat until you achieve a deep black.
Spoon half a cup of frosting into a small bowl and color red.
Spoon half a cup of frosting aside for white accents.
Color the remaining frosting turquoise by adding several drops of blue food coloring and and a few drops of yellow food coloring together. Add more blue to get the desired color.
Carefully remove the cake from the pan by turning it upside down onto a large square platter or cardboard cake base. Use a knife to cut the top corners of the cake to make it look like rounded shoulders.
Frost the cake with the turquoise frosting. Use a fork to create the collar design and base of the sweater.
Add each color of frosting into pipping bags. You should have a bag of chocolate, black, red and white. You don't need piping tips, just trim the bottom of the bags with scissors to make a small opening.
Start with the reindeer's chocolate body first. Once done, move onto the antlers with the black frosting.
Twist open an OREO cookie and place it white frosting side up as Rudolph's eye. With black frosting, add a large pupil and a small dot of white frosting for a little twinkle in his eye.
Use the red frosting to make a red nose and collar.
Use the white frosting to make the inside of Rudolph's ear and to decorate his collar.
Gently press your candy into the cake.
The last touch is the marshmallow tag! Wet your scissors with water and cut a marshmallow into a square. Write the word UGLY onto it with an edible marker. Place the tag onto your sweater and you are done!