Preheat the oven to 350 F. In a medium bowl, whisk together flour, pudding mix, salt, and baking soda. In a large bowl, mix together butter and sugar until fluffy. Add in egg and vanilla extract until smooth.
Add in the flour mixture, and mix until it is fully combined. Divide the cookie dough into two bowls, and mix one with orange food coloring and one with purple. In a shallow dish, combine granulated sugar and ground cinnamon.
Take a small amount of each cookie dough and roll together into balls. Roll each cookie in the cinnamon sugar mixture, and place onto a large ungreased baking sheet at least 2-inches apart. Bake for 10-12 minutes.
