Make sugar cookie dough. You're on your own for this bit.
Divide into about a third (which you make yellow), kind of more than a third (which you make orange) and kind of less than a third, which you leave alone.
Role each bit into a same-lengthed tube, and then stack those tubes into an off-looking hot dog. It is best to do this on some sort of parchment.
Bring up each side of parchment and press, to make a toblerone bar of dough.
Toss in fridge for a while until you remember it's there again. Unpeel sides to reveal Pyramid of Flavor.
SLICE Pyramid of Flavor.
Because you have yellow sugar lying around, sprinkle the yellow bit with yellow sugar (if you have it lying around).
Bake. Be sort of annoyed at the way they puff out on the sides and look more like beehives than candy corns.
Google this problem. Chuck the next batch in the fridge after slicing, because that's supposed to help with the spreading problem. Be sort of annoyed when they only bee-hive slightly less.
One-up the google by putting the next batch in the freezer after slicing. No way is this good for my pans, yeah? Going from freezer to oven? Anyway, be sort of annoyed again when this continues to not work.
Since they're puffing out on the sides, press the sides of the last bit of Pyramid concave-like, and then slice, and then freeze, and then bake.