1. First preheat your oven to 350 and grease the bottom of a 13x9 inch baking pan.
2. In a large bowl mix together cake mix, melted butter and egg (do NOT follow package directions) the mixture will be similar to cookie dough.
3. Press the dough into the bottom of your prepared baking pan.
4. Bake for 15 minutes or until set. Remove from oven and allow to cool completely.
5. While the red velvet layer is cooling it is time to make the white layer. With an electric mixer in a large mixing bowl beat cream cheese, powdered sugar and 1/4 cup milk, until light and fluffy.
6. Fold in a container of cool whip and crushed candy canes until well incorporated.
7. Spread the cream cheese mixture over the cooled cookie layer and place the dessert in the refrigerator for about 15 min.
8. While it is cooling mix the milk and pudding together in a medium bowl until well mixed. Add a couple drops of food coloring and mix. Add more food coloring and mix until desired color is achieved.
9. Spread the pudding mixture over top of the cream cheese mixture, cover the dessert with plastic wrap, and place the entire dessert in the fridge for at least 4 hours. You'll add the final layer right before serving.
10. When ready to serve spread a tub of cool whip across the top of the green pudding layer and sprinkle with Christmas sprinkles and additional crushed candy cones or mini marshmallows.