1. Combine all ingredients for syrup, stirring until smooth.
2. Cream yolks, margarine, and vanilla until fluffy. Over medium heat, dissolve the rest of ingredients, stirring until liquefied. Pour into mixer, beating until smooth.
3. Dip each cookie in syrup until coated (do not allow to become soggy). Place five dipped cookies onto prepared cookie sheet. Spread a thin layer of cream over each cookie. Dip five more cookies. Stack a second layer, alternating colors by putting the light strip of cookie over dark side of cookie underneath. Repeat to obtain five layers, spreading cream very sparingly between each layer.
4. Repeat with remaining cookies to obtain four bars. Spread cream on the top and sides of the bars. Freeze for one hour or longer before cutting. Cut to 1/4-inch slices.
5. Line a cookie sheet with parchment paper.