Cream the softened butter using a whisk until it reaches a mayonnaise-like consistency.

Add powdered sugar to the creamed butter and mix until just combined.

Add vanilla extract and egg yolks to the mixture, either separately or pre-mixed, and combine.

Sift the flour into the mixture and fold it in using a spatula until just combined.

Wrap the dough in plastic wrap and refrigerate for 1 hour.

Divide the dough into two portions: one plain and one for coloring.

Roll out the plain dough into a square and refrigerate. Prepare the rainbow dough by mixing food coloring into portions of dough and rolling them into strips.

Layer the rainbow-colored strips on top of the plain dough and roll them together into a log shape.

Wrap the rolled dough in plastic wrap and refrigerate for 30 minutes.

Slice the dough into 0.5mm to 0.7mm thick pieces and arrange them on a baking tray.