In a large saucepan, bring sugar, corn syrup, margarine, and vanilla to a boil. Reduce heat to medium, and boil for 5 minutes, stirring occasionally. Remove from heat.
In a bowl, sift together powdered sugar, powdered soy milk, and salt (It is important to sift in order to remove the lumps from the powdered sugar).
Add this powder mixture to the boiled sugar mixture, and stir until combined.
Let this dough-like mixture stand for about 15 minutes, or until cool enough to handle (but still slightly warm).
Divide the dough into three equal parts. Knead one piece until smooth. Add several drops of yellow food coloring to the second piece and knead until smooth (I found that it took about 8 drops). Add about 6 drops yellow food coloring and 2 drops red to the third piece (to make orange). Knead until smooth and adjust color as necessary. If the dough starts to get too cool/hard to work with, you can microwave it for 10 seconds.
Roll each piece into ropes of equal length (no thinner than 1/4" or they will break), lay the ropes next to each other (with the orange one in the center) and push together to form one tricolor slab.
Using a sharp knife, make diagonal cuts across the slab, alternating their angle to make triangles from top and bottom. Round the corners of the triangles to make candy corn shapes; they'll be a bit larger than the store-bought kind.
The recipe should yield at least 100 pieces, and they'll stay fresh for quite some time. Store in single layers on parchment paper in an airtight container (if you just throw them in a bowl, they will stick together).