Cream together ½ cup sugar with ½ cup butter until soft and fluffy.
Add in 1 egg, 2 Tbsp orange juice, orange zest, and salt. Continue beating until well mixed.
Add 2 cups flour and ¼ tsp baking soda; beat at low speed until well mixed.
Divide the dough into 3 equal portions. Set aside one portion as the white dough. Add yellow food coloring to the second portion and work the dough until evenly colored. Add orange (or yellow with a few drops of red) food coloring to the third portion and work the dough until evenly colored.
Shape each portion of dough into a rectangle roughly ¾" thick and press into a 4"x6" loaf pan. Layer the white dough, then the orange, and top with the yellow dough.
Refrigerate for at least 30 minutes. Meanwhile prepare a baking sheet with parchment paper and preheat the oven to 375°F.
Remove the dough from the fridge and with a sharp knife, Cut into ¼" slices crosswise, so you have slices with all 3 layers. Cut each slice into wedges, by alternating diagonal lines. Use your fingers or hands to press dough together if it comes apart or help shape the cookies.
Place each cookie 1" apart on a baking sheet and bake for 5-7 minutes or until edges are firm and bottoms are browned.