these have been hard to source out here in the Pacific Northwest
Perhaps under a different name? https://en.wikipedia.org/wiki/Petit_four
@KyleL those are similar but not quite the same. Rainbow cookies are made from almond paste & always covered in dark chocolate. I think petit fours are little cakes that get decorated everywhichaways.
I've only seen rainbow cookies in Italian-American bakeries.
Ah! Venetians! Have you searched under Venetian biscuits/cookies?