It depends! If you want to bake the cookies and serve later, you can store them on the countertop for up to a week. If you want to prepare the dough to bake later, then go ahead and form the pinwheel log and store in that fashion. Wrap it up in plastic wrap and chill for a couple of days – any longer and the colors start to bleed together.  And if you want to freeze the prepared dough, you can do so up to 3 months ahead of time – you must really like to prepare for the holidays!! Just let it thaw before slicing and baking.