Combine the confectioners’ sugar, powdered milk and salt in a bowl. Set aside.
In a large saucepan, combine the sugar, corn syrup and butter. Cook over high heat, stirring constantly, until it boils, then turn the heat down to medium and cook for an additional 5 minutes, stirring occasionally. Remove from the heat and stir in the vanilla extract.
Stir in the milk mixture until completely combined. Let it sit for a few minutes until it is cool enough to handle.
Divide the mixture into thirds. Add desired food coloring(s). Knead each portion of dough until the color is distributed and the dough is smooth.
Roll each section of dough into a rope about 1/2-inch thick. Place the 3 ropes side by side and press lightly together. Roll a rolling pin over the top if needed to get the ropes to stick together.
Use a sharp knife to cut the rope into triangles. Transfer to a baking sheet. Let sit for at least an hour.