Preheat oven to 350ºF. Place oven rack in the center of the oven. Line a baking sheet with parchment paper or silpat.
In the bowl of your electric mixer fitted with the paddle attachment, beat the butter and sugar until light and fluffy.
Beat in the egg, lemon zest, and vanilla beans.
Gradually whisk the flour into the creamed mixture and beat just until incorporated.
Scrape down the sides of the bowl as needed.
Divide the dough in thirds and colour each ball of dough using gel colours of your choice. Shape each ball of dough into disks and wrap separately in plastic wrap. Place in the refrigerator until firm, or overnight if not baking immediately.
Remove from fridge and use a rolling pin to roll dough out each disk to about ¼ inch thick. Place the sheets of dough in the freezer for about two minutes. Remove from freezer and lay the coloured sheets of dough one on top of the other in the desired order.
Use the rolling pin to press the layers together. Cut into desired shapes and place
on the baking sheet, spacing about 2 inches apart. Place
in freezer for about 3-5 minutes.
Remove from freezer, let rest 30 seconds and then bake the cookies for about 12-15 minutes, or until the edges of the cookies are a very light brown.
Remove from oven and place on a wire rack to cool. Decorate as desired.