Mix the sugar, corn syrup, and butter together in a medium sauce pan over low heat. Once everything is dissolved and one homogenous mixture, turn heat up to high until it begins to boil. Then reduce the heat immediately to medium and let simmer for 5 minutes, tops. Be precise because it is candy.
After the five minutes, remove it from the heat and stir in the vanilla. Set it aside until it is just cool enough to handle, but still warm and pliable.
While you’re waiting for it to cool, sift together the powdered sugar, powdered milk, and salt in a large bowl. Once the sugar mixture is just cool enough to handle, add it to the powdered sugar. Knead the dough with your hands to incorporate as much of the powdered sugar as you can. If there’s any left over, that’s fine.
Remove the dough from the bowl and roll it into a large log. Divide it into three sections. Press divots into two of the dough pieces. Drop 12 or more drops of yellow coloring into both divots. Drop 6 red drops into only one of the divots. Knead the color into the dough, kneading the yellow section first, so as not to cross-contaminate. You can use your hands if you’d like, or gloves. The color washes out usually after just a few hand-washings. Make sure the color is completely mixed in, so the color is solid and not marble-like.
Once the colors are incorporated, wash your hands thoroughly to ensure you don’t get orange dye on the yellow dough. Start with the white dough. Cut about 1/5 of the dough and roll it out into a long worm. Do the same with the yellow dough, then red dough.
Press the three worms together firmly without distorting the shape. Use a sharp knife and cut the dough into triangles. Set aside and allow to dry as you continue with the remaining dough.