Step 3: Now to Wind it up!
Take small portions of colored dough and start wrapping one of the cream horns with it, from tip to bottom. Lay the next color above or below the last line that you just made. Keep this pattern up until you have all your colors wrapped around the horn.
Once you have them all on there and you may see some gaps - no problem. Just lightly smoosh the cookie dough to where it needs to be. Basically take some bulky dough and press it in the direction you desire to fill any gaps. Do the same technique when it comes to the bottom of the horn, or the opening. You want to have a flat-as-possible end, so you can cap it later.
Then take one of the cream horn forms that you aren't using, cut a circle of dough out. This will look like a small, round, cookie...But in fact, it will be your cap! For the open end of the horn, later.
Lay them onto some parchment paper and bake. As opposed to the unicorn poop, these will bake for around 10-12 minutes.
Let them cool on a cooling rack for a while! You don't want your horn to implode. Mine didn't, so I don't think you will have any issues.