I see many of the cookies decorated with this sugar and I was wondering: Is Sanding Sugar and Superfine Sugar the same thing? I was able to find the courser sugar at Michaels, but didn't see any "SuperFine sugar". Is it something different and where would one buy this sugar?

I found some sanding sugar at Hobby Lobby! They only had white and red, but I think the others were just sold out for now. I would guess that superfine is even finer than sanding sugar, but not really sure...

Sanding sugar is a coarser grit than superfine - superfine dissolves very quickly since the particles are so fine. Since my local stores only carry small containers of superfine, I make my own by putting regular sugar in the food processor, stopping before it becomes powdered consistency - until it's a fine grit.

Superfine is a smallest crystal of sugar.
Granulated is next.
Sanding sugar is a larger crystal sugar.
Coarse sugar is an even larger crystal..
Sparkling sugar is even larger than that.

Thanks everyone for the replies! Very helpful.

Can you buy the Superfine sugar in different colours?