Add yeast and sugar to cup of warm water. Let sit for 10 mins. Pour in the bowl of a stand mixer with a dough hook attachment. Add in half of the flour and food coloring, Start with the lightest color first.
Mix until incorporated, add the second half of the flour. Let mix until it comes together as a stiff dough. Turn the dough out onto a lightly floured surface and knead until it is no longer sticky. Add olive oil to the bottom of a bowl and place the dough on top.
Punch down dough and knead the doughs slightly. Roll out into one inch thick rectangles. Lightly grease a sheet of parchment paper to rest the dough on.
Twist the dough to create a spiral and join the ends. Repeat with remaining dough.
Place on a lightly greased surface (baking sheet) Cover and let double in size (20-30 mins) Preheat oven to 400 degrees F