In a bowl cream butter, cream-cheese and sugar until well blended.
Add eggs and vanilla, beat until smooth.
In a bowl combine the flour, the baking powder and the salt, add this to the creamed mixture.
Stir until getting a soft dough, divide the dough in four parts. Tint each one with an different color.
Wrap in plastic and chill for 2 hours.
Preheat the oven at 180 degrees celcius and shape the colored dough into balls with a diameter from about 1 1/2 cm.
For each cookie place one ball from each color and make from all this one ball.
Roll it into a long snake and then starting at one end roll to make a cookie.
Place the cookies around 5 cm from each other on a baking dish (previously covered with bakingpaper).
Bake them for around 8 minutes or until lightly browned.