Preheat your oven to 350°F and line a sheet pan with parchment paper or a silicone baking mat. In a large bowl, mix together the cookie mix, melted butter, and egg until the dough is fully combined. Divide the dough evenly into four smaller bowls. Knead 3 tablespoons of one color of flavored gelatin into each bowl, creating four distinct colored doughs (using your hands works best for this step). Pour the sugar into a shallow bowl for rolling the cookies. Using a 2-tablespoon cookie scoop, portion the dough and roll each scoop into a ball, then coat it thoroughly in the sugar. Arrange the dough balls on the prepared sheet pan, spacing them about 2 inches apart. Bake for 10 to 13 minutes, or until the cookie tops feel firm and may start to show a golden hue—remove them promptly to prevent overbaking. Let the cookies cool on the baking sheet for 3 to 5 minutes before enjoying them warm or at room temperature.