In a large mixing bowl, sieve the flour with a pinch of salt.

Add the cubed butter to the bowl, and use your hands to combine, making sure to break up all of the large pieces of butter. (The mixture will resemble breadcrumbs.)

Add the confectioner’s sugar and egg yolks, and continue using your hands to knead until a soft dough forms.

Divide the dough into two equal portions. To one portion, add purple food coloring until the desired shade of purple is reached. Flatten purple dough into a rectangle and roll to approximately 11/4 centimeters  / 1/2 inch thickness. Wrap in clingfilm/plastic wrap, and transfer to the freezer to chill for at least 15 minutes.

Divide the other portion into six equally-sized balls. Add a different rainbow color to each, using your hands** to knead until the gel is mixed evenly into the dough, and the desired color is reached.

Roll each colored dough into a tube, then put the tubes together to form a rainbow-shaped rectangle.

Flatten the rectangle with your hands, making sure the colors have blended together, then roll to approximately 1 1/4 centimeter / 1/2 inch thickness. Wrap the rectangle in clingfilm and transfer to the freezer to chill for at least 15 minutes.

Once chilled, remove both rectangles from the refrigerator and unwrap.

Brush the rainbow rectangle with egg wash, then place the purple rectangle on top.

Using a sharp chef’s knife, cut the slab into two equal portions.

With a pastry brush, brush one of the halves with egg white, and place the second half on top.

Trim all edges, creating an even rectangle. (Be sure to reserve all of the trimmings. You’ll need them later!) Then, slice the rectangle into strips, about 1 1/4 centimeter / 1/2 inch thick.

Brush the strips with egg white, then carefully layer them on top of each other to create the geometric pattern.

Trim the ends, once again making sure to reserve all trimmings for later. Place the trimmed rectangle on a parchment-lined tray and transfer to the refrigerator to chill.

Meanwhile, gather all of the ends and trimmings. Use your hands to squash all of the little pieces together, then form into a rectangle shape.

Place the rectangle between parchment and roll to about 3 millimeters / 1/8 inch thickness.

Brush with egg white, then remove the chilled rectangle from the refrigerator and place it on top.

Working slowly, roll the thinly rolled piece around the rectangle, turning it until all sides are covered.

Trim away the excess dough, then return to the fridge to chill, at least 15 minutes. While chilling, preheat the oven to 350° F / 175° C. Spray a large baking tray with nonstick cooking spray and set aside until ready to use.

Once chilled, remove covered rectangle from the fridge. Using a sharp chef’s knife, slice into 1 1/4 centimeter / 1/2 inch slices. Place slices on prepared baking tray. Freeze on tray for 10 minutes.

Bake in preheated oven for 12-15 minutes. Transfer to a wire rack to cool completely.

Store rainbow cookies in an airtight container at room temperature for up to one week.