Turn out each piece of colored dough, one by one, onto a lightly floured work surface and, using a rolling pin, roll out each piece to a 8″x 5″ rectangle. Set each piece aside.
Place the orange rectangle of dough neatly on top of the red. Add the yellow, green and blue rectangles, until you have a stack of five layers of dough – red at the bottom, then orange, yellow, green and blue.