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Preheat oven to 325°F.
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Line a baking sheet with parchment paper.
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Knead the food coloring into the marzipan. Alternate the colors until it resembles a hot dog color.
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Break a piece off and roll it into the shape of a mini hot dog.
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Using a toothpick or paring knife, score the ends of the "hot dog" around in a circle. It helps to dip the toothpick or knife into water occasionally to get clean indentations.
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Roll out the cookie dough and cut it into long strips.
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Encircle each "hot dog" with a strip of cookie dough.
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Seal the two ends of the dough together with your fingers.
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I had a bit of marzipan leftover. So I made a teeny weenie!
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Bake for 12-15 minutes or until the cookie dough browns slightly.
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Transfer to a wire rack.
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While cookies are still warm, gently push the toothpicks through the center
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When cookies have cooled completely, lightly brush the marzipan "hot dog" part with simple syrup.
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Plate and serve.