Using an electric mixer and a large mixing bowl or a stand mixer fitted with a paddle attachment, cream together the butter and sugar until light and fluffy.
Add the egg and vanilla, mixing well.
In a separate bowl, sift together the flour, salt and baking soda. Slowly add the dry ingredients to the wet ingredients until just blended. Dough will be dense. Your mixer might have a hard time mixing by the time you have added all of the flour.
Divide the dough into three separate bowls. Return one bowl to the bowl of the stand mixer or to the large mixing bowl. Add the yellow food coloring until it reaches the desired color. Remove from the bowl and set aside. Place another plain ball of dough in the same bowl, adding red and yellow until it reaches your desired shade of orange. Leave one plain.
Line a loaf pan with heavy duty plastic wrap or parchment paper. Layer the dough by pressing the yellow dough down into the bottom of the pan, pressing it into the corners and spreading it evenly. Next add the orange dough and repeat. Lastly, add the white dough. Press dough down firmly with your fingers to ensure that there are no air bubbles in between layers. Cover and chill for a minimum of 2 hours.
Preheat the oven to 375°F. Remove the dough from the refrigerator and gently pull the lining, with dough, out from the bread pan. You will have a cookie dough loaf. Slice the loaf into 1/4 inch slices using a sharp knife.
Cut the slice into triangle shaped wedges, the shape of candy corn. You will most likely discard (or sample) a small amount of dough from either end.
Arrange the cut dough on a baking sheet lined with parchment paper about 2 inches apart. The dough will expand slightly and you don't want your corn sticking together!
Bake the cookies for 7-10 minutes or until cookies look slightly undercooked. Do not allow them to brown. Remove and allow to cool for several minutes on the baking sheet. If needed, trim the edges of the cookies before transferring to a cooling rack.
If you've made these, come back and let us know how it went in the comments or star ratings.