In a large bowl, mix cake mix, butter and egg. Press thick cake batter into the bottom of the pan in an even layer. Place in oven for 15 minutes and allow to cool to room temperature.
While the cake layer is cooling, beat cream cheese and sugar together with an electric mixer on low speed and add 1/4 cup milk.
Fold in one container of Cool Whip and the crushed candy canes. Spread evenly over the cooled brownie layer and place in refrigerator.
In a large bowl, mix the cups milk and the pudding mixes together and add green gel color until you’re happy with the shade for the green layer.
Pour the pudding layer over the cream cheese layer and place back into the refrigerator to set up at least 4 hours. When ready to serve, top with the 2nd container of Cool Whip and top with sprinkles.