Combine confectioners' sugar, powdered milk, and salt in a bowl and set aside.
Combine sugar, corn syrup, and butter in a saucepan. Bring to a boil over high heat, stirring constantly. Reduce heat to medium and cook for another 5 minutes, stirring occasionally.
Remove from heat and stir in vanilla extract.
Add the dry milk mixture to the saucepan, and stir to combine. Let mixture rest for a few minutes until it is cool enough to handle.
Divide dough into 3 equal parts and place each portion in a bowl. Add coloring as desired.
Knead each portion of dough until the coloring is evenly distributed and the dough is smooth and stiff.
Roll each portion into a rope about ½ inch thick.
Place the three ropes of dough next to each other to form a long rectangle. Use a rolling pin to gently press them together.
Using a sharp knife, cut the dough into triangles and place on a baking sheet. Let set for about 1 hour.