In a large bowl, mix butter and sugar on high for 2-3 minutes, until light and fluffy. Add egg, yolks, vanilla, and salt; beat well to combine.
On low, gradually beat in flour. Divide dough into 6 equal pieces. Roll each piece into a 6 inch log, wrap in saran wrap, and chill 15-20 minutes in the refrigerator.
Roll one dough log at a time into one color of sugar crystals. Then wrap again in saran wrap. Continue until each log is rolled in a different color and wrapped. Refrigerate completed rolls for 3-8 hours.
Preheat oven to 350 degrees F.
Cut logs into 1/4 inch thick slices and place on a greased baking sheet, 1/2 an inch apart. Bake 12-14 minutes, or until golden. Let cool 2-3 minutes on baking sheet then transfer to wire rack to cool completely. Repeat with remaining dough.
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