Divide the vanilla Greek yogurt into two bowls, placing one cup in each bowl. Add the yellow food coloring to one bowl and stir until the color is even. Add the orange food coloring to the second bowl and stir until the color is even.
Spoon the yellow yogurt into the bottom of four clear cups, using about one-fourth cup per cup. Add the orange yogurt on top of the yellow layer in the same amount. Finish each cup with a layer of whipped topping.
Scatter candy corn pieces over the whipped topping on each cup just before serving.