Dye each ball of dough a different color across the Pride rainbow (Red, Orange, Yellow, Green, Blue, Purple).
Using the colors of the rainbow (start with Red) roll each ball of dough into a long snake 1/4 inch thick on a long piece of parchment paper. Following the rainbow, line up each of the colors in order (Red on top, then Orange, etc.) until you have your full Pride rainbow. The colors should align next to each other.
Cover with a second piece of parchment paper, then gently use a rolling pin to compress the colors together. The dough should be about 1/8th inch thick.
Refrigerate for 10 minutes to make the dough easier to handle.
Remove from the fridge and cut into 3 inch cookies, and use a spatula to place on your prepare baking sheet.
Bake for 8-10 minutes.
Let cool on a rack for a few minutes then sandwich a marshmallow and a square of chocolate from our favorite brands—Dandie's Allergy Friendly Marshmallow and Pascha Chocolate—between two cookies. Heat over a campfire or in the microwave for a gooey treat!