6 1/2 teaspoons nonfat dry milk
1/4 teaspoon kosher salt
1/2 cup granulated sugar
1/3 cup light corn syrup
2 1/2 tablespoons water
2 tablespoons unsalted butter, at room temperature
1/2 teaspoon vanilla extract
2 or 3 drops each yellow and orange food coloring (gel or paste versions will make the colors brighter)
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 until well combined. Pour onto a half sheet pan lined with parchment paper. Cool for 10 to 15 minutes. When the mixture is cool enough to work with, it should stop sticking to the parchment paper. If it's still sticky after 15 minutes or so, put it in the fridge for awhile. A cool kitchen is a huge help for this project.
Leave one white.
Add yellow food coloring to one, and orange to the last one. Wearing a glove for this helps keep your hands from being stained. Also, working from yellow to orange keeps the yellow from being tainted by any orange residue that may linger on your hands.
Line each rope up with the others (you'll have half with the classic order is yellow, orange, white - and the other half reversed)
Fold the parchment paper over your 3 ropes, and gently roll along the length (just enough to press them together)
You'll want to keep a warm, damp towel nearby to clean the knife every few cuts
Move cut pieces to more wax or parchment paper, and allow to dry for at least an hour (I let mine set overnight)
Store them in an airtight container, with a sheet of parchment paper between each later.