Preheat oven 400 degrees. Combine egg whites and sugar in the bowl of an electric mixer fitted with a whisk attachment; beat on medium until foamy. Reduce speed to low. Add flour and salt; mix until just combined. Add butter, cream, and vanilla; beat until combined.
Transfer 1 cup batter to a small bowl; set remaining batter aside. Stir in red coloring until desired color is reached. Transfer tinted batter to a pastry bag fitted with a small plain round tip. Secure end of pastry bag with rubber band; set aside.
Place a 3-by-6-inch rectangle (cut out a stencil to use as a guide) on a baking sheet lined with a Silpat baking mat. Spoon a heaping tablespoon of plain batter into the rectangle; spread with a small offset spatula. Repeat. Pipe diagonal tinted stripes onto each rectangle. Bake cookies until pale golden, 6 to 8 minutes.
Immediately loosen edges with a spatula, and flip cookie over. Starting from one long side, roll cookie into a stick. Place seam side down, on a clean work surface; let cool until set. Quickly repeat with second cookie.
Repeat process, tinting and baking 2 or 3 cookies at a time.
The candy-stripe cookie sticks should not be stored in the freezer; they're too delicate and freezing them will make them lose their crispness.