Line or make a sling for a 8x4-inch loaf pan using wax paper or parchment.
In the bowl of a stand up mixer, cream together the butter and sugar until light and fluffy. Add in egg and vanilla extract, mix well.
Next, mix in flour, baking powder, and salt.
Separate the dough into 3 equal amounts using a 1-cup measuring cup (each section will be about 1 cup each).
Put one of the dough sections into a bowl, add the orange food coloring. Knead until color is well distributed. Add more coloring until you reach the desired color. Press the dough into the bottom of the loaf pan, trying to get it even as possible.
Melt the chocolate in a small microwave safe bowl in the microwave for 10 second increments, stirring between, until melted.
Let the chocolate cool a little. Add it to the second section of dough and knead until the chocolate is well incorporated. Gently press the chocolate dough on top of the orange layer in the loaf pan.
Press the last section of dough over top of the chocolate layer. Cover and place the loaf pan in the fridge for 1 1/2 - 2 hours.
Preheat the oven to 350° F and line two baking sheets with parchment paper. Remove the dough from the loaf pan by pulling up on the parchment or wax paper. Cut dough lengthwise into 1/4" slices (there should be between 10-12 slices). Cut each slice into 9-10 wedges. Place cookies on baking sheet, one inch apart.
Bake for 7-8 minutes. Make sure not to over bake cookies, they will not change color but will get spread a little. Let the cookies sit on the cookie tray for 5 minutes, then move to a cooking rack.