Combine flour, baking powder, soda, and salt. Cut in butter. Add sugar and mix thoroughly. Mix in eggs and vanilla. Divide dough into three equal portions. Add lemon zest and yellow food coloring to one portion of the dough. Mix until well blended; set aside. Add orange zest and orange food coloring to another portion of the dough; mix until blended. Leave remaining portion plain. Divide each dough section in half. Refrigerate remaining dough. Roll one piece of each color into a 12" long rope. Transfer dough ropes to a lightly floured work surface, side-by-side and lengthwise, with the orange rope in the middle.
Place parchment paper over dough, gently roll into a 15x4" rectangle. Remove parchment paper.
Using a knife, cut dough into 12 equal triangles. Transfer triangles, 1" apart, to an ungreased baking sheet.
Push a ruler against sides of triangles to straighten edges.
Repeat with remaining dough.
Bake until lightly browned at 350° for 9 to 11 minutes. Let cool for 1 minute.
Transfer cookies to a wire rack. Cool completely.
It's very important to keep the remaining half of the dough chilled while working with the first half. This dough tends to become very sticky when left at room temperature.