Preheat oven to 350ºF.
Prepare 10x15-inch baking pan by lining it with parchment paper. Set aside.
Prepare angel food cake batter according to package directions.
Transfer batter to prepared baking pan.
Bake for 20 minutes or until cake is set and top begins to brown.
Allow cake to cool for 5 minutes.
Lay a tea towel on your work surface and sprinkle half of the powdered sugar on it. This will help your cake to not stick to the towel.
Flip cake onto the prepared towel. Carefully remove parchment paper.
Sprinkle remaining powdered sugar on cake.
Using the short end of the towel, roll cake tightly and allow it to cool completely.
Prepare filling by whisking lemon pie filling and cheesecake pudding mix together.
Add whipped topping and mix again.
Unroll cooled cake and spread lemon mixture over top of it, covering it completely.
Using the towel as a guide, gently roll the cake and filling.
Place the rolled cake in the freezer until firm.