Preheat the oven to 325°F (163°C) and line a mini muffin pan with mini cupcake liners.
Crush the sugar cookies into fine crumbs and press about 1 teaspoon of crumbs into the bottom of each liner to form a base.
In a mixing bowl, beat together cream cheese until smooth. Mix in powdered sugar, milk, and vanilla extract. Fold in Cool Whip until creamy.
Divide batter evenly into 3 bowls.
Tint first bowl yellow with food coloring.
Tint the second bowl orange with food coloring.
Keep the third bowl plain (white).
Layer the batter in each cup:
First, spoon yellow batter into the bottom.
Next, add orange batter.
Finish with plain batter on top.
Bake for 18–20 minutes, until centers are just set. Let them cool in the pan for 10 minutes before removing to a wire rack.
Chill in the refrigerator for at least 2 hours.
Top each cooled cheesecake with a piece of candy corn before serving.