Cheese straws come in many shapes and sized, but their signature, grooved, log-shape is typically achieved by using a cookie press with a star-shaped decorative disc. You simply load the dough into the barrel of the cookie press and then pump or click to push it through the star, creating a long piece of dough that can be cut into bite-sized pieces. This is the cookie press I use. Since I didn't have a regular star shaped disc, I used a snowflake-shaped disc, hence the slightly haphazard grooves on mine. Luckily, they don't have to look perfect to taste delicious!  If you don't have a cookie press (or can't find a traditional star-shaped disc, like me!), don't fret. Cheese straw dough can also be rolled into a log and chilled, then cut into "coins." I'm fairly certain you can also carefully roll out the chilled dough and cut into other shapes with either a sharp knife or cookie cutters, if desired; just try not to overwork the dough or it can become tough.