Preheat your oven to 375 F / 190 C / Gas Mark 5 and line a baking tray with baking parchment.
Rub the butter, flour and sugar together in a bowl until it makes a sandy textured crumb.
Mix the eggs and vanilla together before combining with the flour, sugar and butter mix.
Divide the cookie mix as follows, divide it into six bowls. Start with a couple of dessert spoons in the first bowl and roughly double up in each bowl. Then mix each bowl with your food colouring. ( See pictures in the post ).
Chill the coloured dough in the fridge for fifteen minutes and then roll the purple into a sausage shape. Roll the remaining colours out between sheets of cling film. Working in reverse order wrap the colours around the purple cookie cylinder.
You will then end up with a large rainbow cookie roll. Trim off the ends and use to make multi coloured cookies and thoroughly chill.
Carefully cut in half then slice into semi circles about 3/4 centimetre in thickness.
Spread out onto a tray with baking parchment or a silicon baking mat. Bake for 10 to 12 minutes. Ten for a softer, chewy cookie, twelve for a more crisp biscuit.
Remove from the oven and leave to cool for a few minutes then transfer onto wire rack.