Heat oven to 350°F. Sprinkle work surface with flour. Cut cookie dough lengthwise into 4 quarters. While working with 1 quarter, return remaining dough to refrigerator. Press or roll each quarter of dough into 12x4-inch strip.
With pizza cutter or knife, cut each strip into 6 triangles by making alternating angled cuts across strip. (See diagram.) Shape 2 end pieces to form 1 triangle. On ungreased cookie sheets, place cookies 1/2 inch apart.
Bake 7 to 9 minutes or until edges are very light golden brown. Cool 1 minute; remove from cookie sheets to cooling rack. Cool completely, about 10 minutes.
Spread frosting on cooled cookies. Before frosting dries and working over bowl, spoon yellow sugar onto bottom third of each cookie to coat. Spoon orange candy sprinkles in stripe onto middle of each cookie.