BEAT cream cheese, butter, sugar and vanilla in large bowl with mixer until blended. Gradually add flour, mixing well after each addition. Shape into 12-inch log. (Dough will be sticky.) Refrigerate 30 min.; reshape into triangular-shaped log.
CUT dough into 1/4-inch-thick slices; place, 2 inches apart, on baking sheet.
BAKE 12 to 15 min. or until edges are lightly browned. Cool on baking sheets 1 min. Remove to wire racks; cool completely.
EMPTY orange and lemon flavor gelatin mixes into separate small bowls. Add 2 Tbsp. water to gelatin mix in each bowl; mix well. Use clean paint brush to paint cookies with colored gelatin mixes to resemble pieces of candy corn. Let stand 30 min. or until dry.