Combine the confectioners' sugar, dry milk, and salt in a food processor. Pulse until the mixture is smooth and well combined, 4 to 5 pulses. Set aside.
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 and cook the sugar syrup until it registers 240ºF on a digital instant-read thermometer. Kill the heat and remove the thermometer.
Add the vanilla and the dry mixture and stir continuously with a silicone spatula until well combined. Pour onto a half-sheet pan lined with a silicone baking mat or parchment paper. Cool until the mixture is cool enough to handle, 10 to 15 minutes.
Divide the dough into 3 equal pieces. Add 2 or 3 drops of yellow food coloring to one piece and knead until the color is consistent throughout. Add 2 or 3 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 and roll each piece into a strand that is about 1/2 inch thick and 22 inches long.
Lay the strands side by side (yellow, orange, then white) and press them together using your fingers. Cut into 4-inch pieces. Then, using a ruler or bench scraper, press each log into a long wedge, keeping the yellow section wide and making the white part come to a tip — this color arrangement is classic but if you want to rebel, change up the combo.
Use a wire butter slicer, thin knife, or pizza cutter to cut each wedge into individual candies. Lay the candies on a piece of parchment until dry, at least 1 hour. Store in an airtight container with parchment between each layer.