In a medum mixing bowl combine the flour, baking powder, and salt.
In the bowl of a stand mixer beat the butter until smooth. Gradually add in the sugar and continue mixing on medium until fluffy.
Add in the egg and vanilla and beat until mixed well.
Place the mixer on low and add in the flour mixture, mixing until just blended.
Knead the dough into a ball and then roll into a long log. Cover with plastic wrap and refrigerate for at least an hour or overnight.
Remove from refrigerator and take off the plastic wrap. Cut the log in half and then cut each piece in half.
Add one color to each piece of dough. Work the color into the dough until it has a deep color.
Next, ping a marble sized ball of dough from each color and roll each one into a small ball. Gently press them together and roll into a gentle ball.
Place the dough ball on a cookie sheet and repeat with remaining dough.
At this point preheat the oven to 350 degrees.
Roll each ball into a long rope (about 7-8 inches long).
Starting at one end, coil the cookie rope into a spiral shape cookie. Roll the outside edges of the cookie in the sprinkles then place the cookie on the cookie sheet. Repeat with remaining cookies.
Bake the cookies for 8-10 minutes or until the edges just begin to look brown. Allow to cool for 2 minutes then remove to a wire rack to cool completely.