Preheat oven to 350°F. Line a 9 x 13 baking pan with parchment paper and coat with nonstick spray; set aside.
Add the sugar cookie dough and 3 Tablespoons of sprinkles to a large bowl. Using your hands, knead the sprinkles into the cookie dough.
Press ½ of the cookie dough into the bottom of the baking dish in an even layer. Set aside the remaining dough.
In a large bowl or bowl of a stand mixer, beat cream cheese and sugar until well combined, about 1 minute. Add eggs and vanilla, mixing until smooth and combined.
Divide batter into 3 bowls. Stir a few drops of food coloring gel into each bowl until your reach the desired shade.
Using a tablespoon, drop the batter on top of the cookie dough layer, alternating colors.
Crumble the remaining cookie dough evenly over the top of the bars.
Top with some more sprinkles.
Bake for 40 minutes, or until cookies are lightly golden. Remove from the oven and place cool on a cooling rack to cool for 1 hour. Then transfer the bars to the refrigerator to chill for at least 3 hours (overnight works too) before slicing and serving.
Notes
To store, place bars in an airtight container or cover tightly with plastic wrap and refrigerate for up to 4 days.