Whip the egg white and stir the margarine and vanilla into it.
Using a different bowl, blend together the dry ingredients.
Combine the wet and dry mixtures until blended.
Divide the dough into three equal sizes and place in three separate bowls.
Add the red coloring to one bowl, the blue to another, and leave the last one white. You may need to knead the dough to get the color distributed evenly.
Roll and form into equally shaped rectangles about four by 12 inches. Then carefully stack the colors.
Cover with wax paper and chill for an hour.
Remove dough from refrigerator and cut the dough into one by 12 inch strips.
Preheat oven to 350 degrees.
Cut the cookie dough strips into three inch bars, and bake for 10-12 minutes.