Divide dough into two or more equal pieces and add coloring.
Work the dough gently until the color is even.
Roll dough out into a thin 8x11 rectangle on parchment paper or a silicone mat. Repeat with the second dough. ***
Sandwich them together and use the edge of your mat or parchment paper to roll it up tightly along the short edge.****
Wrap dough in cling film and roll on a firm flat surface to make it into an even, round log.
Chill for 1 hour.
Preheat the oven to 350°F and arrange the sprinkles on a rimmed sheet or pan.
Remove the cling film and roll the sugar cookie log gently in the sprinkles.
Slice into thin slices, around 1/4" thick, and arrange on a baking sheet 1/2" apart.
Bake for 6-8 minutes, just until the middles don't look wet. Don't bake until the edges are brown or they'll be crunchy when cooled.
Let cool on sheet for 2-3 minutes then transfer to a cooling rack.
Notes
* I used a half batch of my Crisco sugar cookies to make this. You can use dough of choice, including store bought. The bake times and how many cookies it yields may differ.**I recommend gel or concentrated dyes, normal food coloring requires a lot to get good color, and can affect the flavor and texture of the dough.***The size of your rectangle may be smaller or larger depending on the dough you use and the number of colors you choose. All that matters is that each color is rolled out to the same size and thickness.****Rolling along the short edge creates more swirls, but the long edge can be used to make more, smaller cookies.