Bring 2 inches of water in a saucepan over medium heat to a boil.
In the stainless-steel bowl of a stand mixer fitted with the whisk attachment, combine the powdered sugar, egg white, vanilla, and salt. Mix on medium speed for 1 minute, until it resembles icing.
Transfer the bowl to sit on top of the saucepan. Cook for 1 minute 30 seconds, stirring constantly with a wooden spoon. Be careful not to overcook the mixture so it begins to be a thick, crusty icing.
Move the bowl back to the stand mixer. Mix on medium speed for 1 minute.
If adding natural coloring, choose your powder or divide into smaller bowls to add multiple colors. Try to work fast to avoid the mixture from hardening. Add a dash of water as needed to help keep the original consistency when adding the powders.
Transfer the sprinkles mixture to a piping bag with no tip. Cut a tiny hole at the top and pipe your designs on parchment paper. It’s better to start with a smaller hole then cut bigger as needed.
Let the sprinkles rest to harden overnight, or 8 to 12 hours.