I'm not sure I'd be a big fan of candy corn looking cookies. Mostly it's because I don't think my senses could handle it.
I see candy corn but taste cookie.
I anticipate wax but get crumble.
But I have to admit this is kinda cool. I mean, what's not to like about a sugar cookie?
It looks easy enough. Just divide a batch of sugar cookie dough into thirds, color them, layer them, cool them, cut them, bake them.
The Recipe Girl has more details. Have you tried it?