In a small bowl, whisk together the flour, baking powder, cinnamon and salt; set aside. In another bowl, beat the butter and granulated sugar with a mixer on medium-high speed until it's light and fluffy, about 2 minutes. Beat in the egg and vanilla extract until smooth. On low speed, add the flour mixture until just combined. Divide the dough in half and form into disks. Wrap each disk with plastic and refrigerate 4 to 12 hours. It's fine to leave it in the fridge overnight.
Heat oven to 350 F. Line 2 cookie sheets with parchment paper. Roll out each disk on a lightly floured surface until it's about 1/4-inch thick. Make the soldier shapes with a cookie cutter and transfer them to sheets, about 1-1/2 inches apart. Bake until the cookies are lightly golden around the edge, about 10 to 12 minutes. Transfer cookies to a wire rack to cool completely.
To make the frosting, combine the confectioners' sugar, egg-white powder, and water in a medium bowl. Beat the mixture with an electric mixer until smooth, about a minute. Tint the frosting: You'll want 1/2 cup each blue, black, and pink; 1/4 cup yellow, and 2 Tbs. brown. Spoon all of the yellow and brown and half of the blue, black, and pink frostings into pastry bags fitted with a #2 plain tip. Thin the remaining frostings slightly with a few drops of water; spoon each of them into a zip-top plastic bag.
Make an outline of the soldier using the frostings in the pastry bags. Fill with thinned frosting and let dry, about 45 minutes. Pipe detail lines with the thicker frosting to make features such as hair, nose, eyes, trim, and belt. Use the candy decors for the cheeks, mouth, hat, and belt buckle. Let cookies dry for about 1 hour before storing.