Heat oven to 375°. Combine sugar, butter and egg in large mixer bowl. Beat at medium speed, scraping bowl often, until creamy (2 to 3 minutes). Reduce speed to low; add flour, baking powder and salt. Beat until well mixed (1 to 2 minutes).
Divide base dough into 3 equal portions. To first portion, add all orange dough ingredients; stir until well mixed. To second portion, add all lemon dough ingredients; stir until well mixed. To third portion, add all lime dough ingredients; stir until well mixed. (Doughs will be soft.)
Line 8 x 4-inch loaf pan with waxed paper or aluminum foil. Press orange dough in even layer on bottom of lined pan. Top evenly with lemon dough, gently patting dough. Top evenly with lime dough, gently patting dough. Cover; refrigerate until firm (at least 4 hours).
Lift dough out of pan and peel off waxed paper or aluminum foil. Cut into 1/4-inch slices; cut each slice in half forming 2 x 1 ½ pieces. Place 1 inch apart onto ungreased cookie sheets. Bake for 8 to 12 minutes or until edges are very lightly browned.