In a bowl, combine powdered sugar and dry milk. In a saucepan, combine granulated sugar, corn syrup, and water. Heat until sugar has melted. Add coconut oil and cook to 230°F without stirring mixture, about 3 minutes. Remove from heat, add vanilla and dry ingredients; stir until fully combined. Allow to cool for 10 minutes or until cool enough to handle.

Spray a smooth surface and your hands with cooking spray. Separate the dough into three equal portions. Flatten one piece of dough and add a few drops of yellow food coloring. Fold the dough over the coloring and continue kneading until color is evenly distributed. Do the same with the second disk but add a little red food coloring in addition to the yellow, and knead until the orange color is evenly distributed. Roll each piece of dough out to a 53 inch cylinder, adding more cooking spray as needed. Lay the yellow colored rope down, place the orange rope above the yellow rope, and lay the white rope above the orange rope. Press the ropes together until they’re connected.

Line a baking sheet with parchment paper and set aside. Using a bench scraper, cut a 4-inch section of the tricolored rope. Stretch the section of rope out until it’s about doubled in length, and press the rope down so it’s slightly flattened with the three equal stripes of yellow, orange, and white parallel to each other. Use the bench scraper to cut 1/2-inch segments, and cut each segment in half diagonally. Transfer candy corn triangles to prepared baking sheet. If some of the triangles are misshapen, use your fingers to press each triangle into the proper shape. Repeat with remaining rope of candy, working with 4-inch sections at a time. Leave candies to sit out uncovered for 24 to 48 hours, until the outside has slightly hardened.