1Heat oven to 375º. Line 2 cookie sheets with cooking parchment paper. Make roll mix as directed on package, using 1 egg, the butter and water, and adding cheese to dough when mixing.
2Divide dough in half. Mix food color into half of dough. Divide each half into 24 pieces; roll each piece on lightly floured surface into 8-inch rope. Twist 1 red and 1 plain rope together; press ends to seal. Form each twist into candy cane shape. Place candy canes 2 inches apart on cookie sheets; brush with beaten egg. Let stand 5 minutes before baking.
3Bake 10 to 15 minutes or until golden brown. Remove from cookie sheet to wire rack; serve warm or cool slightly.
4Mix oil and pesto. Serve breadsticks with pesto oil for dipping. Store breadsticks in tightly sealed container at room temperature up to 24 hours.