These skittle coloured mini biscuits are called Macarons. Originally called the French macaroon, they are a sweet meringue kind of biscuit dessert which is made with some egg white, icing, sugar, and food colouring. I prefer to make them with clotted cream or butter cream but you can also add ganache or jam for the filling depending on what you want them to taste like.
This is of course what they look like when they are finished and baked, but they didn't start off life like this. First off, you need to get egg white whisked until the viscosity is of a meringue texture.