Combine powdered sugar, dry milk and salt in a food processor. Pulse 4 to 5 times, about 10 seconds each pulse, until the mixture is well combined. Set aside.

Combine the sugar, corn syrup and water in a pot over medium heat, cover and cook. After 4 minutes add the butter, and using an instant read thermometer, bring the mixture to 235°F (about 2 to 3 minutes). It should be slightly boiling. Once the syrup has reach 235°F, remove from heat. Add the vanilla and the dry mixture, stirring continuously with a silicone spatula until well combined, removing all lumps. Pour onto a pan lined with a silicone baking mat. Cool until the mixture can be handled, about 10 minutes. The consistency should feel a bit like Play-Doh (not sticky).

Divide the dough into 3 equal pieces. Add 2 drops of yellow food coloring to 1 piece and knead the dough until the color is consistent throughout. Add 2 drops of orange (or two yellow, one red) to the second piece, and knead. Be sure not to add too much food coloring as it will soften the dough. Leave the third piece white.

Roll each piece of dough into a strand about 18-inches long. Cut each strand in four pieces. Take one piece of each color and roll into a strand that is about 1/4 to 1/3-inch thick and about 18-inches long. Lay the strands side by side and press them together using your fingers. Run your fingers over the top to smooth the pieces together. Cut each strand into small triangles with a pizza cutter or wire butter cutter. Repeat the procedure with remaining dough. Lay the finished pieces on a piece of parchment or waxed paper to dry for 1 hour. You can freeze them for 15 minutes if your house is humid. Store in an airtight container with parchment paper between each layer. Enjoy this classic fall treat!