Combine the powdered sugar, dry milk and salt in the bowl of a food processor. Pulse 4 to 5 times until the mixture is smooth and well combined. Set aside.
Combine the sugar, corn syrup and water in a 2-quart pot. Put over medium heat, cover and cook for 4 minutes. Add the butter, clip on a candy thermometer, and bring the mixture to 230 degrees F, about 1 to 2 minutes. When the sugar syrup reaches 230 degrees F, take the pot off the heat and remove the thermometer. Add the vanilla and the dry mixture, stirring continuously with a silicone spatula until well combined. Pour onto a half sheet pan lined with a silicone baking mat. Cool until the mixture is cool enough to handle, about 10 to 15 minutes.
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 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.
Roll 1 of the white pieces into a strand that is about 1/2-inch thick and about 22-inches long. Repeat with a yellow piece and orange piece. Lay the strands side by side and press them together using your fingers. Cut the strand into 4-inch pieces. Lay the strands, 1 at a time, onto the silicone mat and press into a wedge shape, like a triangle. Use a wire butter slicer to cut the candies into pieces. If you don't have a wire butter slicer, use a knife, metal bench scraper or pizza cutter to slice the dough into small pieces. Repeat the procedure with remaining dough. Lay the finished pieces on a piece of parchment or waxed paper to dry for 1 hour. Store in an airtight container with parchment paper between each layer.
Recipe courtesy of Alton Brown, 2010