Heat oven to 350 degrees. Line two cookie sheets with parchment paper or spray with cooking spray.
In a mixing bowl, combine cake mix, pumpkin, oil, shredded carrots, and pecans Stir together until completely mixed and combined.
Use a small cookie scoop, or drop dough with a spoon, onto the cookie sheet. It will end up being about 2 tablespoons of dough. The cookies won't spread much while baking so you can fit 16 per cookie sheet.
Cook for 14 minutes. Let cool completely on the cookie sheet.
PREPARE THE CREAM FILLING: Combine the heavy cream and the packet of instant pudding mix into a bowl. Beat together with a handheld blender, or use the bowl of a stand mixer with the whisk attachment, and beat until it's thickened. This should only take about 2 minutes.
Take one cookie and spread some of the cream filling on the flat side of it. You can either use a table knife to spread it, a piping bag with a 1M tip, or snip the corner of a gallon-sized Ziploc bag to pipe the frosting on. Take another cookie and make the whoopie pie. Repeat with remaining cookies.
Place the whoopie pies on a plate covered with saran wrap or inside a covered Tupperware container. Refrigerate for about 2-4 hour before serving for best taste. These are so good cold! Which is why I suggest refrigerating them. But they can be eaten right away.