In a large bowl, cream together the butter and sugar, with a hand held electric mixer, till light and fluffy. Mix in the vanilla and milk.

In another bowl, lightly whisk together the flour, baking powder and salt. Add this in two portions and mix till just combined. The dough should be a bit soft but not sticky. If not so, add a little flour to get this consistency. Do not add too much flour.

Separate the dough into 3 equal sized pieces. Leave one portion uncoloured. Add orange food colouring to the second portion and green food colouring to the third portion of dough. Knead well till the dough is evenly coloured.

Press each portion in a small rectangle and wrap separately in cling film. Refrigerate for 30 minutes to an hour. This will make the dough easier to roll out.

Take the dough out of the fridge and unwrap. Use two layers of waxed paper to roll the dough easily. Place the green coloured dough between the two sheets of waxed paper and roll out into a rectangle that’s about 1/8-inch thick. Keep aside.

Similarly roll out the plain dough and the orange dough to roughly the same sized rectangle as the green one. Carefully place the white rectangle on the green one, and the orange one on this so the orange one is on the top.

Trim the edges to make a neat rectangle. You can used the trimmed dough to roll into a couple of marbled cookies. Starting with the shorted end of the three layered rectangle, roll up as tightly as possible jelly roll style, into a log.

Wrap in waxed paper or cling film and refrigerate the rolled dough overnight or for at least 4 to 5 hours. If you have the space, try storing the dough log upright to prevent it from flattening on the base when stored flat.

When you're ready to bake take the dough log out and slice into 1/4 –inch thick pieces. Place on parchment lined or very lightly greased cookie sheets. Refrigerate for about 20 to 30 minutes. This prevents the cookies from spreading and thinning out on baking. If you plan to freeze the dough. This would be the point to do so.

Bake the cookies at 180C (350F) for about 12 minutes. They should just start browning at the edges but still be pale on top. Let them cool on the sheets for a few minutes on the sheets, then cool completely on a rack. Store them in an airtight container.