Place wax paper into a bread pan. Press the white dough into the bottom, then the yellow and then the orange. It won't be even, but that's fine. The cookies will still look great when you're done. Put the pan into the refrigerator for 3-4 hours. When it's done remove the dough from the pan using the wax paper, and keep the wax paper beneath it to cut it up.
Cut into 1/4" strips, and then into triangles as shown.
Put them on your greased cookie sheet, and bake according to the directions for your recipe.
When they're done remove the cookie sheets from the oven. Let the cookies sit for 1 minute, and then roll in sugar. It looks really white in the picture below, but in reality it's pretty transparent.