Rainbow Cookies are cake-like cookie that originated in Italian culture, that is made from a colored marzipan cake. Rainbow cookies or Rainbow cake is a confection made with layers of brightly colored, almond-based sponge cake, apricot and/or raspberry jam, and a chocolate coating. This Italian cookie is a symbol of the Italian culture. Traditionally being red, yellow, and green to accommodate all of the colors of the Italian flag.
Three pans of thin sponge cake layers are prepared by mixing butter, sugar, almond paste, almond extract, flour, and egg yolks. Eggs whites are whipped separately and folded into the batter which is then dyed with food colorings and baked. The cake layers are then brushed with jam and stacked, usually overnight, to adhere. The cake is then coated with melted chocolate on from one to six sides, allowed to cool, and cut into individual pieces.
*Sources Mahalo and Wikepedia