In a medium bowl knead flour into sugar cookie dough. Divide dough into 6 portions. On an ungreased cookie sheet, pat each portion into a 5-inch square. Press a well-floured 3- to 4-inch Halloween cookie cutter into the square (use smaller cutters, if desired). Carefully remove cookie cutter without removing dough. Using a table knife, cut outside portion of square into large puzzle pieces.
In a small mixing bowl beat egg yolks and water. Divide mixture among 3 or 4 small bowls. In each bowl, add 2 to 3 drops of liquid food coloring or desired amount of paste food coloring in desired color; mix well.
Brush dough puzzle pieces with different colors of egg yolk mixture. Apply to cookie dough with small clean paintbrush. If mixture thickens while standing, stir in water, one drop at a time.
Bake in a 350 degree F oven for 7 to 8 minutes or until bottoms of cookies just start to brown and centers are set. While still warm, carefully recut pieces with cookie cutter and knife. Trim edges as needed. Transfer cookies to a wire rack; cool completely.