Preheat the oven to 350 F. In a medium bowl, whisk together flour, salt, and baking soda. In a large bowl, mix together butter and sugar until fluffy. Add in egg and vanilla extract and mix until smooth.
Add in the flour mixture, and mix until it is fully combined. Place each sanding sugar into shallow dishes. Roll the cookie dough into balls and roll each one into one of the sanding sugars. Place onto a large ungreased baking sheet at least 2-inches apart. Bake for 10-12 minutes.