In a large bowl or stand mixer with the paddle attachment beat together butter and sugar until light and fluffy.
Add in the egg and vanilla extract. Continue mixing until well combined.
In a separate medium sized bowl whisk together flour, baking powder, and salt.
Add half of the dry ingredients into the wet ingredients, mix, add the remainder of the dry, and continue mixing until everything is combined.
Remove dough from bowl and divide dough into three equal parts.
Place one dough piece back into the large mixing bowl and add in your first choice food colouring. Start with ½ tsp worth of food colouring and you can add more if needed. Once colour is mixed in remove dough from bowl, clean bowl, and repeat with the other dough pieces.
Once you have all the dough dyed its time to chill. Place a single dough piece onto a sheet of plastic wrap, flatten into a rectangle, and wrap it up. Repeat with two other dough pieces. Chill in the fridge for at least an hour or until chilled.
Once chilled remove dough rectangles from the fridge. Remove from plastic wrap and place individual dough pieces in between two layers of parchment paper. Using a rolling pin flatten dough into about an ⅛inch rectangle. Repeat with other dough pieces and try to get the rectangles to be the same size.
Once rolled place the dough rectangles in the parchment paper back into the fridge to chill for 30 minutes.
After dough has chilled its time to roll all the pieces together. Gently remove the top parchment paper layer from your first dough rectangle. Then remove both all remaining parchment paper from the two other dough rectangles and lay each on top of the other until all three are together. Try to line up the edges as much as possible.
Using a sharp knife trim along the horizontal edges to make sure they are even (see picture above). Then carefully starting at one of the horizontal edges roll the dough into a log.
Wrap dough log in plastic wrap and chill in the fridge for another hour.
Once dough has chilled preheat the oven to 350F.
Remove dough from the fridge and unwrap from the plastic wrap.
Using a sharp knife cut dough log into ¼ inch thick slices (discard the ends because they will not have a nice pinwheel design).
Place cut cookies onto a parchment paper lined baking sheet and bake for 9 minutes or until edges are golden brown. Let cool on the pan for 5 minutes before moving to a wire rack to cool fully.
