Cream butter thoroughly; add sugars, a little at a time, then egg. Beat well until very light. Add vanilla. Last, add flour, a small amount at a time. Dough should not be sticky or heavy.
Divide dough into 3 portions. Add yellow coloring to noe part, green to one part and red to one part. Work colorings into dough till no white streaks show.
Use 1/4 C of each dough. Roll out each portion of dough between 2 pieces of wax paper. Put the 3 doughs together. Cut off uneven parts and roll from the long end till it resembles a tube. Wrap tightly in wax paper and refrigerate till firm.
When roll is firm, cut into 1/4- inch slices. Place on lightly greased baking sheet about 1- inch apart. Bake 325 degrees F 15 minutes; then shut off heat and allow cookies to remain in oven, with door slightly ajar for 10 minutes more. Watch closely at end, as they lose their color if overbaked.
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