Cover a work surface with plastic wrap and lightly flour the wrap. Place the dough on the wrap and let rest until nearly doubled in size, 2 to 3 hours.
Roll out the dough on a lightly floured surface to a 20-by-14-inch rectangle. Cut the dough into 3 long strips that are each about 4 1/2 inches wide. Spread 2 tablespoons pizza sauce down the center of each dough strip. Sprinkle 1/3 cup cheese over the sauce on each strip. With the long side of 1 strip facing you, roll the dough over the sauce and cheese, forming a tight log. Seal the seam with a little bit of water. Repeat this process with the remaining 2 strips of dough to form 3 logs.
Preheat the oven to 350 degrees F. Spray a 9-by-13-inch baking dish with nonstick cooking spray.
Gently lay the logs into the baking dish to resemble the shape of creepy intestines. Fold the logs into curves against one another and pinch the ends to curve inwards. (It is okay to leave space in between the logs, since the dough will puff up as it bakes.)
Combine 1 tablespoon of water with the red gel food coloring in a small bowl, then stir in the egg white just until combined. (You do not want the mixture to get foamy.) Brush the egg wash over all sides of the "intestines." Fill the space in between the logs with the remaining pizza sauce, being careful not to spread or drip the sauce on the "intestines."
Bake until crispy, but not browned, about 30 minutes. Cool for a few minutes, then serve warm.