In a large bowl using an electric mixer, cream together butter, sugar, and salt; beat until light and fluffy. Add vanilla and egg, continuously beating.
Slowly add flour, beating until incorporated.
Divide dough mixture in half, one for each color. Add and mix desired colors.
Place red dough in a log shape onto a piece of cling wrap, then add white dough on top of it, and then blue dough on top of that. Wrap dough in cling wrap and roll to give it a cylinder log shape. Place in fridge for about 20 minutes.
Remove dough from fridge, unwrap, and place into cookie press with star disk. Allow dough inside cookie press to be brought to room temperature before pressing.