Jewish bakeries where I grew up usually had an item we called multi-colored cookies: chocolate on top and bottom with three layers of moist, dense cake separated by a thin layer of jam. Each layer of cake was a different neon-bright color.
At my local Kosher Mart, there is a brand called Lilly that calls them Rainbow cookies. But growing up I never saw a sign or anything saying what they were called. We just pointed and called them multi-coloreds.
Does anyone know if they have a traditional name?