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1
Line the bottom and sides of a 9x5 loaf pan with plastic wrap making sure that plenty of plastic hangs over the edges (you'll need the plastic to cover the loaf when done). Set aside.
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2
In the large bowl of a stand-mixer fitted with the paddle attachment, cream together the butter and sugar. Add the egg, orange zest, orange juice, and vanilla and beat until combined.
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3
In another bowl, mix together the flour, baking soda and salt. Gradually incorporate the flour mixture into the butter/sugar mixture until it comes together and forms a dough.
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4
Divide the dough into thirds. Press one-third of the dough into the bottom of the loaf pan.
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5
Return another one-third of the dough to the stand-mixer and color the dough yellow with a few drops of the yellow food coloring. Mix until well-combined. Remove the yellow dough from the bowl and set aside. Place the final one-third of dough into the mixing bowl and color it orange using a few drops of the orange food coloring, mixing until well combined.
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6
Press the orange dough evenly over the top of the white dough. Finish by pressing the yellow dough on top of the orange dough in a final layer, smoothing the top. Pull the plastic wrap loosely over the top of the dough and place loaf pan in freezer for 60-90 minutes.
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7
Preheat oven to 375 F.
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8
Lift the dough out of the loaf pan using the plastic and place it onto a cutting board, removing plastic wrap. Using a long, sharp knife, cut the dough into 1/4-inch slices. Then cut each slice into 6 small triangles. Place them on ungreased cookie sheets and bake for 5-7 minutes (6 minutes was perfect in my oven).
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9
While the cookies are baking, place 1/3 cup of sugar in a shallow bowl. When cookies come out of the oven, let them cool 60 seconds, then dip them in the sugar while still warm and place them on a cooling rack.
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10
Adapted from Land O Lakes.
