Beat the softened butter and sugar together in a bowl until light and creamy.
Mix in the egg yolk and vanilla extract until fully combined.
Add the flour and salt, stirring until a soft dough forms.
Divide the dough into three equal portions. Leave one portion plain, tint the second with yellow food coloring, and tint the third with orange food coloring.
Roll each portion into a thin rectangle of the same size on a lightly floured surface.
Stack the rectangles with the plain layer on the bottom, the orange layer in the middle, and the yellow layer on top. Press gently to seal the layers.
Cut the stacked dough into triangles using a sharp knife or candy corn-shaped cutter.
Place the triangles on a parchment-lined baking sheet and bake at 350°F for 10 to 12 minutes until the edges turn lightly golden.
Press one candy corn piece onto each warm cookie right after baking, then let the cookies cool completely on the sheet.