Color printing

If I wanted to make a stained glass window with three or four colors, is there a way to tell the printer to print all of the same color areas before changing filaments?

That would be a breakthrough in 3D printing.

As a workaround while waiting for that, maybe print the 4 parts separately and join them or glue them together?

In a real project, there would be many areas of each color, separated by black lines.