Make the biscuit dough - Cream together the butter and sugar add the eggs one at a time. Beat in the vanilla and salt, then the flour. Divide the dough into 6 segments and colour each one a different colour, then shape them all into even sized disks.
Stack a red disk on top of the yellow, on top of the green. Put between greaseproof paper sheets and roll out to 3mm thick. Use a 9cm cookie cutter to cut 11-12 circles. Put onto a baking sheet and straight in the fridge. Repeat with a stack of blue on purple on pink dough, then chill for 30 minutes. Preheat the oven to 180 C / 160 C fan. Bake for 8 minutes then leave to cool on the trays for 10 minutes before putting onto a wire rack to cool fully.
Make the marshmallow filling - Put the egg whites, cream of tartar and caster sugar into a stand mixer and whisk to firm peaks. Meanwhile heat the golden syrup and remaining caster sugar in a small saucepan, until it reaches 120C. With the stand mixer running, slowly pour the hot syrup into the egg whites and whisk until light, fluffy and starting to cool. Put the marshmallow filling into a piping bag fitted with a 4mm round tip.
Assemble wagon wheels - Pipe a spiral of marshmallow on top of the blue biscuits. Top with a red biscuit and press down to sandwich together.
Melt the milk chocolate in a bain marie. Put the biscuits onto a wire rack and spoon milk chocolate over them, using the back of a spoon to smooth it around and down the sides. After 30 minutes, carefully move them to a tray lined with greaseproof paper and chill in the fridge until the chocolate sets, for about 30 minutes, then serve.