I think this cookie was one of the funnest things I've ever made! I found the recipe here.
Cream 3/4 cup butter, 3 oz. cream cheese and 1 cup white sugar
Add 1 teaspoon vanilla and 1 egg, mix.
Add 2 3/4 cup flour, 1 teaspoon baking powder, and 1/4 teaspoon salt. Mixed until combined.
Divide dough according to however many colors you plan to use. Tint each with a different food color paste. I used Wilton coloring found at any craft store. Wrap in plastic wrap and chill for 2 hours.
Preheat oven to 350 degrees F. Shape dough into 1 inch balls and for each cookie place 2 different colored balls together to make 1 large ball. Roll it just enough to form a ball, then shape into a 12 inch long roll (like a snake).
Starting at one end, coil roll to make a round cookie. Place cookies on lightly greased baking sheet. Carefully insert lollipop sticks into bottoms of cookies.
You can even make them into a heart shape for Valentine's Day. I hope you will give them a try!