Whisk together the flour, baking powder, and salt in a small mixing bowl and set aside.
2½ cups all-purpose flour, ½ teaspoon baking powder, ½ teaspoon salt
Cream together the softened butter, sugar, and orange zest for 2 to 3 minutes, scraping down the bowl once or twice, until mixed well and no longer grainy. You don't need "light and fluffy" in this recipe.
1½ sticks unsalted butter, ¾ cup granulated sugar, 1 teaspoon orange zest
Beat in the egg for one minute, and scrape down the bowl.
1 large egg
Beat in the vanilla extract and orange liqueur for another minute.
2 teaspoons vanilla extract
Add the dry ingredients and mix on low speed or by hand until just incorporated. Be careful not to over-mix.
Divide the cookie dough into six roughly equal portions.
Take one portion of the dough and add a drop or two of gel food coloring. Use a spatula or kitchen gloves to knead the dough until the color is evenly distributed.
1 drop each of red, orange, yellow, green, blue and purple gel food coloring
Roll the colored dough into a thick log and wrap it in plastic wrap. Repeat this process with the other portions of dough,
Refrigerate for at least one hour to overnight.
When you are ready to bake the cookies, heat your oven to 350°F (175°C) with a rack in the middle of the oven, and line two baking sheets with parchment paper or silicone mats.
Take each colored dough and roll it into a thin rope that is 24 inches long. Line the logs next to each other and use a sharp knife to cut each one into 24 one-inch segments.
Starting with a purple segment, roll it into a log 2 inches long and bend it into an upside-down U shape. Next take a blue segment and roll into a log just long enough to bend around the purple. Continue with the green, yellow, orange, and then red.
Carefully transfer the rainbow-shaped cookies onto the prepared baking sheet, leaving an inch between them as they will spread slightly during baking (If your kitchen is warm, it might be easiest to shape the cookies right on the baking sheet). You should have 12 cookies per sheet.
When you finish making the first sheet of cookies, press down on them lightly to make sure the colors stick to each other and even out the bottoms, if necessary. Put the baking sheet in the freezer to chill just while you make the second sheet.
When the second sheet is done, put that one in the freezer and bake the first sheet of cookies for 10 to 12 minutes or until the edges are just starting to firm up.
Remove the cookies from the oven and allow them to cool on the baking sheet for a few minutes. Then transfer them to a wire rack to cool completely.
Store in an air-tight container at room temperature.