Divide the vanilla Greek yogurt evenly into three small bowls.
Stir the yellow food coloring into the first bowl until the color looks uniform.
Stir the orange food coloring into the second bowl until the color looks uniform.
Leave the third bowl plain to keep the white layer.
Spoon the yellow yogurt into the bottom of four small clear glasses.
Add the orange yogurt on top of the yellow layer in each glass.
Spoon the white yogurt over the orange layer to finish the stack.
Scatter candy corn pieces over the top of each parfait before serving.