Preheat your oven to 375°F (190°C). Grease an 9-inch square baking pan. In a medium mixing bowl, combine the cake ingredients: Bisquick baking mix, milk, granulated sugar, egg, and vanilla extract.
Place the pan in the preheated oven and bake for about 25 minutes, or until a toothpick inserted in the center comes out clean. Allow the coffee cake to cool slightly before cutting into squares. Serve warm.