Combine the confectioners' sugar, dry milk and salt in a food processor. Pulse 4 or 5 times, until the mixture is smooth and well combined. Set aside.
Combine the granulated sugar, corn syrup and water in a 2-quart pot. Place over medium heat, cover and cook for 4 minutes. Add the butter, clip on a candy thermometer and bring the sugar syrup to 230 degrees F, 1 to 2 minutes. Remove from the heat and remove the thermometer.
Add the vanilla and the dry mixture and stir continuously with a silicone spatula until well combined. Pour onto a half sheet pan lined with a silicone baking mat or parchment paper. Cool for 10 to 15 minutes, until the mixture is cool enough to handle.
Divide the dough into 3 equal pieces. Add 2 or 3 drops of yellow food coloring to one piece and knead until the color is consistent throughout. Add 2 or 3 drops of orange to the second piece and knead until the color is consistent throughout. Leave the third piece white.
Roll each piece of dough into a strand about 18 inches long. Cut each strand in half and roll each piece into a strand that is about 1/2 inch thick and 22 inches long.
Lay the strands side by side (orange, yellow, then white) and press them together using your fingers. Cut into 4-inch pieces. Then, using a ruler or bench scraper, press each piece into a wedge, keeping the orange section wide and making the white part come to a tip.
Use a wire butter slicer, knife, bench scraper or pizza cutter to cut each wedge into individual candies. Lay the candies on a piece of parchment until dry, at least 1 hour. Store in an airtight container with parchment between each layer.
Photograph by Brett Kurzweil
Recipe courtesy Alton Brown for Food Network Magazine