In a stand mixer, cream together the sugar and butter until it is light and fluffy. Add the egg and vanilla extract and continue to beat until fully incorporated.
In another mixing bowl, sift together the flour, baking soda, and salt. Add the dry ingredients to the butter mixture and mix until a soft dough just begins to form.
Remove dough from the bowl and separate it into three equal pieces. Eyeballing it is fine, but using a food scale to be exact…well, that level of OCD is appreciated.
Mix together a little bit of red and yellow food coloring to make orange and then add it to one of the dough pieces. Make another dough piece with the yellow and leave the third plain. You can make the color as bright and vibrant as you like, but remember too much dye can thin the dough. It can also impart a bitterness into your dough. Avoid that.
Place a piece of plastic wrap inside a loaf pan such that it hangs over on each side of the pan, and press down the plain dough inside. Place the orange dough on top, pressing it down, followed by the yellow dough. Press down the yellow dough so the top is an even surface. Lift the dough from pan using the plastic, fully wrap up it in more plastic and refrigerate overnight or for at least four hours.
When you are ready to bake your cookies, preheat your oven to 350 degrees F. Cut 1/4th inch slices down the width of the dough. Then cut those slices into triangles.
Place triangles on a lined baking sheet and bake for 6-8 minutes until tops are puffy and bottoms are golden.