Make cookie dough. (Or use your favorite dough.)
If you want clouds, separate ¼ of the dough into a separate bowl and color it white. Then equally divide the rest of the batter into six separate piles. (If you are not making clouds, just divide it into six portions from the beginning.)
Color each of the six portions of dough a different color, one for each color of the rainbow. I did this by using a hand mixer and rinsing the beaters and the bowl in between each color. Wrap each color individually in plastic wrap and chill for about a half an hour.
Working with one dough at a time, place each color between two sheets of wax paper and roll into a large rectangle. (The dough will still be pretty sticky at this point.) Once you have 6 flat rectangles of dough (each between two sheets of wax paper), chill them until they are firm, at least an hour.
Remove from refrigerator. Place the purple layer on a new sheet of waxed paper. Layer the colors: purple, blue, green, yellow, orange, red. Cover with plastic wrap and freeze until very firm.
If you are making clouds: roll the white portion into small balls and chill.
When you are ready to bake, heat the oven to 350°. Remove dough from freezer and slice strips across the shorter side about ¼ inch thick and then cut each strip in half (or desired size). Place cookies on a parchment lined cookie sheet and freeze again to minimize spreading while baking. (This dough softens up very quickly.)
If you want clouds, place a white ball at each end of the rainbow (I “bent” my rainbows a little before attaching the clouds) and press to resemble clouds. I didn't have enough clouds for the entire batch, but that was fine. I ended up with about 24 cloud rainbows and the rest were plain.
Bake for 6-10 minutes. Cool on cookie sheet for a few minutes before transferring to a cooling rack. Serve with smiles and green milk for St. Patrick’s Day!