Beat cream cheese in a bowl with an electric mixer until fully smooth. Slowly add powdered sugar, then milk. Add vanilla and continue mixing.
Beat about 1 minute on medium to medium-high speed. Fold cool whip into cream cheese mixture, and stir until fully combined.
Scoop about ⅓ of the cheesecake mousse into a bowl, and color orange. Color another third of the mixture yellow.
Leave the remaining third white.
One-color at a time (starting with yellow), scoop mixture into a piping bag or large ziplock bag, and squeeze a layer of the cheesecake mousse into small dessert dishes of your choice. Repeat with orange and then white Mousse.
Refrigerate 30 minutes (or up to 1 day) before serving. Garnish with candy corn if desired.