For the Dough:
Combine the flour, sugar, baking powder and salt in the bowl of a food processor and pulse to combine.
Add the cold butter and continue pulsing until the butter is incorporated and the mixture appears uniformly grainy, like coarse cornmeal. Run the food processor continually as you stream in the milk and vanilla extract.
Pulse a few times more, until the dough holds together when pinched.
Gather the dough into a ball and roll it out on a floured board. The end shape that you are looking for is a rectangle, 1/4" thick, approximately 5-1/2 x 8 inches.
Use a knife or bench scraper to trim the final shape. Wrap the dough in plastic and refrigerate until firm, at least an hour and up to a few days.
When you are ready to roll out the dough, preheat the oven to 350 degrees F. Place parchment on a sheet pan and set aside.
Place the dough on a floured board and cut from the short side, creating strips about a quarter inch wide. Pick up a strip of dough and warm it briefly between your hands. Then roll the dough on a floured board, creating a little wand that is a little longer than what you started with.
Remember, these are not machine made Pocky and won't be "perfect" but that's okay, just try to make them fairly even and not too thin so they don't break.
Bake the cookies for 10-15 minutes and allow to cool completely before decorating.
For Decorating:
While the cookies are baking, assemble the decorations. Melt the white and dark chocolate in separate bowls, over a water bath. We used small metal bowls for this step. You want the bowl to be easy to handle and tilt for dipping your cookies later.
Add 1 teaspoon of shortening or coconut oil to each bowl. This will make the chocolate silky and easier to coat the cookies with.
Set aside some of the melted white chocolate in a pastry bag or plastic bag with the corner cut out in a warm place so it doesn't solidify. You can use this for drizzling white on top of the pink.
Then add the beet powder to the remainder of the melted white chocolate, stirring to combine.
Now you are ready to decorate! Place a cooling rack over a baking sheet and set aside.
Take each cookie and dip-swirl it in the melted chocolate. Place the Pocky on the cooling rack and sprinkle with decorations before the chocolate hardens. Mix and match as suits your fancy. Allow the chocolate to solidify and transfer the Pocky to a platter for serving.