In a large bowl, cream the butter and sugar for about 3-5 minutes until creamy. Add egg yolks and vanilla extract and mix until well combined. Incorporate the flour and salt using a spatula or wooden spoon.
Divide the dough into 3 equal pieces. Add red food coloring to one piece and green food coloring to another.
Wrap the three pieces of dough in plastic wrap and shape each into a rectangle.
Refrigerate for 1-2 hours.
Roll green dough into a 9×12 inch (23x30cm) rectangle over a parchment paper. Use flour to make sure the rolling pin doesn't stick.
Roll vanilla/white dough into a 9×12 inch (23x30cm) rectangle over a parchment paper. Use flour to make sure the rolling pin doesn't stick.
Roll red dough into a 9×12 inch (23x30cm) rectangle over a parchment paper. Use flour to make sure the rolling pin doesn't stick.
Flip the vanilla dough on top of the green dough.
Flip the red dough on top of the vanilla dough.
Roll up into a log, cover and refrigerate for 1 hour.
Preheat oven to 350F (180C). Line two baking sheets with parchment paper.
Slice the log into ¼ inch (6mm) thick cookies. Place the cookies on the prepared baking sheets leaving space between them.
Bake for 12-15 minutes or until slightly golden.
Let the cookies cool on the baking sheet for 5 minutes. Cool completely on cooling rack.