some sunflower oil or melted butter
cottage cheese (or anything colorable to fill)
sugar (to your taste)
red, green and blue food coloring
I made this from prepared, frozen strudel pastry. You have to layer them spreading some butter on every layer. I usually do 3 layers, but that defends on the thickness of the pastry.
I filled it with simple sugared cottage cheese. After I mixed the sugar with the cottage cheese I split it to 3 equal parts. I colored each part with a different coloring. One red, one green and one blue.
If you don't like cottage cheese, you can fill the strudel with something else that is white, or at least easy to color. I placed the filling on top of the pastry in 3 straight lines as shown in the pictures below. Then I rolled up the strudels and baked them on 356 F (180 C) until the tops became brownish.
They look funny when you cut them up :P