Beat cream cheese in the bowl of an electric mixer until fully smooth Slowly add powdered sugar, then milk
Add vanilla and continue mixing
Beat about 1 minute on medium to medium-high speed
Fold cool whip into cream cheese mixture, and stir until fully combined
Scoop about 1/3 of the cheesecake dessert into a bowl, and color orange Color another third of the mixture yellow
Leave the remaining third white
One color at a time (starting with yellow), scoop mixture into a large ziplock bag, and squeeze a layer of the dessert into small dessert dishes of your choice
Repeat with orange and then white
Refrigerate 30 minutes (or up to 1 day) before serving