In a large bowl, beat the butter for several minutes to soften – best done with a stand/electric mixer. Add the sugar and continue to beat until fully incorporated. Add the egg and mix again.
Finally add the flour and beat again until it comes together. You’ll know it’s done when you it will hold together when you press it with your hands – a solid dough.
Remove half the dough and place in a bowl. Set aside. In the bowl with the mixer, add some drops of food color (I use pink, and the gel food color), and mix.
Take the colored dough, divide into four and shape each into a log about 7/8 inches long. Wrap the plain dough around each colored log. Do this by dividing the plain dough into four pieces, roll into a tube then flatten, then shape these flattened dough pieces around the colored tubes. NOTE: See video for clearer steps.
Place two 'wrapped' logs side by side, touching, then two on top. Roll together into a long log. Cut in half. Place one log on top of the other, and roll out again. Slice in half, repeat (you can repeat once or 2-3 more times, each time 'thins out' the lines and will cause some merge of the colors). Shape into a log about 6-8 inches long.
On a tray/large plate, pour out all your sprinkles. Place the log on top and roll in the sprinkles to cover. Wrap this sprinkle covered log of dough in plastic wrap and chill in the fridge at least 30 mins.
Pre-heat the oven to 350f/180c. Line two large baking trays.
Remove the dough from the fridge. Slice rounds about 1/2 inch thick. Place onto the lined sheets (they don't need to be too far apart as they won't spread, but leave a little space).
Bake 15-20 minutes. They won't look golden the way a regular cookie looked, but will continue to cook when removed. Let cool before serving!