In a medium bowl, whisk together powdered sugar, nonfat powdered milk, and kosher salt. Set aside.
In a small saucepan, combine granulated sugar, light corn syrup, and unsalted butter over medium heat.
Stir until butter is melted and mixture is smooth. Bring to a gentle boil and boil for exactly 1 minute, stirring occasionally.
Remove from heat and stir in vanilla extract.
Gradually add the powdered sugar mixture to the hot liquid, stirring until a thick dough forms.
Turn the dough out onto a lightly powdered sugar-dusted surface or silicone mat. Divide into three equal portions.
Knead a few drops of yellow food coloring into one portion until evenly colored. Knead a few drops of red food coloring into another portion until evenly colored. Leave the third portion white.
Roll each colored portion into a long rope, about 1/2 inch in diameter.
Lightly press the three ropes together side-by-side (white in the middle, yellow and red on the sides).
Gently roll over the combined ropes to help them adhere and create a classic candy corn shape.
Using a sharp knife or pizza cutter, cut the combined ropes into 1/2 inch pieces.
Lay the candy corn pieces on parchment paper and let them set for at least 2 hours, or until firm.
Notes
Store in an airtight container at room temperature for up to 1-2 weeks. Avoid refrigeration.