Roll out sugar-cookie dough to 1/4 inch thick on floured parchment paper; trim into a rectangle. Slide onto a baking sheet and bake at 350 degrees F until golden, about 12 minutes. While the cookie is still warm, cut into quarters with a paring knife, then cut each quarter into puzzle pieces. Cool completely before separating. To decorate, mix 1/2 cup confectioners' sugar with 1 to 2 tablespoons water; brush on the cookies and sprinkle with colored sugar.
Recipe courtesy Food Network Magazine