The colors are "confectioner's coating," which is the technical name for white chocolate. (Legally--in the US anyway--it can't be called white chocolate because it doesn't actually contain chocolate.) Confectioner's coating comes in every color of the rainbow and is easily melted down and used to paint the insides of candy molds to make pretty designs that are fully edible.

The Star of Feanor is supposed to be a Christmas star, but we all know better.... ;)