In a bowl beat the cream cheese, add the powdered sugar, milk, vanilla extract and mix. Fold in the cool whip and do not over mix because it will become runny. If it does just place the bowl in the refrigerator for 10-15 minutes
Split the cream cheese batter into three bowls and color one bowl orange and the other yellow. If you don't have orange food coloring mix the orange and red food coloring together.