Use either circular or double-pointed needles to avoid having to cut threads.

This brioche stitch treats the yarnover as a separate stitch.

To begin, loosely cast on (long tail over 2 needles) an even number of sts with
dark color DC.
Prep Row WS light color LC: *yf sl1yo, k1; rep from *. Do not turn work.
Slide to other end of needle to pick up DC.
Prep Row WS DC: *slip the yo pwise, p2; rep from *. Turn work.
Row 1 RS LC: *sl1yof, brp1; rep from *. Do not turn work.
Slide to other end of needle to pick up DC.
Row 1 RS DC: k1, *go behind yo and slip it pwise, k2; rep from *, end with go
behind yo and slip it pwise, k1. Turn work.
Row 2 WS LC: yf sl1yo, brk1; rep from *. Do not turn work.
Slide to other end of needle to pick up DC.
Row 2 WS DC: *slip the yo pwise, p2; rep from *. Turn work.
Rep Rows 1 and 2, LC and DC.

Use either circular or double-pointed needles to avoid having to cut threads.
This brioche stitch works the yarnover as a separate stitch. The dark color (color A)
is always used as the background color, so it is worked every other row. When
you attach a new color I would advise you to knot it to another thread to help
maintain yarnovers at the end of rows.
My colors: color A = dark blue, color B = medium blue, color C = light blue

To begin, loosely cast on (long tail over 2 needles) an even number of sts using
color A. Attach color B
Prep Row WS Color B: *yf sl1yo, k1; rep from *. Do not turn work. Slide to
other end of needle to pick up Color A.
Prep Row WS Color A: *wyif, slip the yo pwise, p2; rep from *. Turn work.
Attach color C.
Row 1 RS Color C: *sl1yof, brp1; rep from *. Do not turn work. Slide to other
end of needle to pick up Color A.
Row 2 RS Color A: go behind yarnover and k1, *slip the yarnover pwise, k2;
rep from *, end with go behind yo and slip it pwise, k1. Do not turn work. Slide
to other end of needle to pick up Color B.
Row 3 RS Color B: brk1, yf sl1yo; rep from *. Turn work.
Row 4 WS Color A: *wyif, slip the yo pwise, p2; rep from *. Do not turn work.
Slide to other end of needle to pick up Color C.
Row 5 WS Color C: maintain yo from prev row so that you can work the first st,
*brk1, yf sl1yo; rep from *. Turn work.
Row 6 RS Color A: go behind yo and k1, *slip the yarnover pwise, k2; rep from *,
end with go behind yo and slip it pwise, k1. Turn work.
Row 7 WS Color B: wyif, *sl1yof, brp1; rep from *. Do not turn work. Slide to
other end of needle to pick up Color A.
Row 8 WS Color A: *slip the yo pwise, p2; rep from *. Do not turn work. Slide
to other end of needle to pick up Color C.
Rep all Rows 1-8.