A great recipe for Italian Rainbow cookies! Italian rainbow cookies aka tri color, or Venetian cookies are thin layers of fragrant almond cake sandwiched together with apricot jam and then coated with chocolate. Usually found in Italian bakeries these rainbow cookies are actually fairly easy to make at home. This is a classic italian recipe for these delicous tri colored cookies . I also show you the secret to cutting these without breaking the chocolate tops! A popular holiday cookie these rainbow cookies are a wonderful treat anytime of the year. supersimplekitchen video.