Combine the flour, sugars, and salt in the work bowl. Add cold, diced butter and mix or pulse until it disappears, then keep running the machine until it just begins to clump. Add egg yolk (save the egg white for later) and vanilla and pulse until combined. Keep running the machine until the dough forms one large or a couple smaller masses.

Combine butter, sugars, and salt in a large bowl or the bowl of your stand mixer and beat until creamy. Add egg yolk (save the egg white for later) and vanilla and beat until combined. Add flour and beat until it disappears into a dough.

Divide dough into 2/3 and 1/3 portions. Cover the larger portion loosely with plastic so it doesn't dry out and leave it at room temperature. Tint the smaller portion a color of your choice.

To marble two colors back together, place large pinches of dough in a rough checkerboard pattern on a piece of parchment paper. Fold dough in half and pat it back flat. Repeat in a second direction for further marbling.

Roll tinted dough between two parchment papers to 1/4 to 1/2 inch thick. Transfer to freezer until firm, about 5 to 10 minutes.

Remove top parchment, flip dough, and remove the new top parchment. Cut tinted slab into 1-inch hearts. Stack them and freeze again until solid, about 10 to 15 minutes. Press hearts together to make sure they adhere.

Use untinted dough to wrap the heart column. Press and smooth the dough onto the heart column. Roll in parchment to smooth the sides and freeze until solid, about 30 minutes.

Heat oven to 350°F (175°C). Lightly beat reserved egg white. Unwrap chilled dough, brush with egg white. Pour colored sugar on a plate for dipping. Line a baking sheet with parchment paper. Cut log into 1/4-inch slices, roll edges in colored sugar, and arrange on baking sheet 1 inch apart.

Bake for 9 to 11 minutes until golden brown underneath. Cool on baking sheet for 1 minute, then transfer to cooling racks.