Sift together flour, baking powder, and salt in a medium bowl and set aside.
3 cups all purpose flour, 3/4 teaspoons baking powder, 1/4 teaspoon salt
In a large mixing bowl bowl, (you can use the bowl of a stand mixer for this if you have one) beat butter and sugar until fluffy.
1 cup unsalted butter
Add egg and milk to the butter and sugar mixture and continue to mix until combined.
Using the low setting and the paddle attachment on the mixer, gradually add flour mixture to the wet ingredients and continue mixing until the dough pulls away from the bowl. If you don’t have a stand mixer, a regular electric mixer will work too.
Divide the dough into six equal pieces.
Squeeze a few drops of red food coloring into the first piece. Mix until the color is evenly distributed. Repeat this process with the remaining colors and pieces of dough.
Food coloring - red
Wrap each piece of dough separately in wax paper and place in the refrigerator to chill for two hours.
Sprinkle powdered sugar on rolling surface and roll dough pieces out into circles of about 12 inches in diameter.
2-4 tablespoons powdered sugar for rolling
Place the red layer down first, and then stack the other dough circles one on top of the other. Use the following order from bottom to top: red, orange, yellow, green, blue, purple.
Carefully roll the dough layers up together to form a log shape. Wrap the log in wax paper and chill in the freezer for 10-15 minutes
Line a cookie sheet with parchment paper. Using a sharp knife (serrated knives work best), slice the cookies and place on prepared pan.
Bake at 375 for 8-10 minutes. Cool on a wire rack, serve, and enjoy!