In a large bowl using a hand mixer, or in a stand mixer, cream the softened butter together with the sugar until fluffy. Beat in one egg at a time until incorporated.
In a separate large bowl, whisk together the flour, baking soda, and pumpkin pie spice.
Gradually beat the dry ingredients into the wet ingredients until combined.
Lightly flour a clean surface. Roll the dough onto the floured surface until the dough no longer sticks to your hand.
Divide the dough into four equal pieces. Add one food color to one dough piece and continue folding dough into itself until the food coloring is evenly distributed throughout that dough pieces. Shape into a disc and set aside.
Add a second food coloring to another dough piece and repeat the process.
Leave the remaining two dough pieces the original color, or feel free to add food coloring to those as well. Shape into discs.
Wrap each disc in plastic wrap and refrigerate for 30 minutes.
After 30 minutes, remove the dough discs from the refrigerator. Roll out one regular colored dough disc and use a knife or pastry scraper to cut the dough into a rectangle. Repeat this process with one of the colored dough discs. Place the colored dough disc onto the regular dough disc. Then, working from one of the shorter ends of the rectangle to the other, roll the stacked dough tightly into a log. It's okay if there are small cracks here and there because they will push together as you roll the rest of the dough up.
Repeat this process with the remaining regular colored dough disc and remaining colored dough disc. Re-wrap both dough logs in plastic wrap and refrigerate for 1 hour.
After 1 hour, remove the dough logs from the refrigerator. Preheat the oven to 350°F. Line two baking sheets with parchment paper and set them aside.
Slice the dough logs into thin slices about ¼" to ½" thick. Dip the sides of each sliced cookie dough into the colored sprinkles and place on the prepared baking sheets approximately 2 inches apart, as the dough will spread while baking.
Bake at 350°F for 11 to 13 minutes. Let cool on the pan for 2 to 5 minutes before transferring to a cooling rack to cool completely.
Notes
Cookie thickness: For best results, slice each cookie about ¼ inch thick so they stay crunchy but aren't too delicate not to decorate.Storage: You can store these cookies for up to 2 months in the freezer if you vacuum seal them using a tool like the FoodSaver.