Line a 9 x 5 baking dish with parchment paper, letting it overhang on the sides for easy removal. Lightly spray with nonstick cooking spray and set aside.
In a microwave-safe bowl, melt white candy melts (or white chips) in the microwave for 30 seconds and stir well. Heat in additional 15-second increments as needed, stirring well in-between each interval.
Stir in 3-4 Tbsp of sweetened condensed milk, to taste (the more you use, the softer the texture will be).
Spread the white mixture into prepared pan, using an offset spatula or back of a spoon to smooth.
Cover with plastic wrap and refrigerate for 30 minutes.
Repeat steps 1-5 with the orange candy melts: melt, add condensed milk, spread the orange mixture on top of white fudge layer, and refrigerate.
Repeat steps 1-4 for yellow candy melts: melt, add condensed milk, spread the yellow fudge mixture on top of orange fudge layer.
Refrigerate for 3 hours (or overnight) before removing from pan and cutting into squares.
Notes
Store in an airtight container at room temperature for up to two weeks.Instead of colored candy melts you could use white chocolate chips and use gel based food coloring to color the white melted chocolate orange and yellow.Fan of candy corn? Give this fun Halloween treat some candy corn flavor by placing pieces of candy corn on the top of the fudge as it starts to set or adding chopped pieces of candy corn to the fudge mixture.