Separate the dough into as many bowls as colors you want to make for the cookies.
Work in as much food coloring as need to get the desired color. I am guessing about 1/4 to 1/2 teaspoon food coloring per bowl.
Pinch off pieces of the dough and form a loose log shape on a piece of parchment paper. We did some really little pieces and some larger for variation in the dough.
Roll up the cookies in the parchment to form a log.
Chill the dough for about 2 hours or until firm. Slice into 1/4 inch slices and bake according to the recipe.