Use a q-tip (ones for little kids will have a larger base, but are not required). Put a few drops of red food coloring in a glass of water and stir it up as necessary. Dip q-tip in red water, get it nice and saturated. Remove q-tip and let sit overnight. Cut q-tip in half, then take a small rectangle of paper, apply glue from glue stick to one side, then make a small fold from a corner and roll (this may take some work). Use scissors to cut down to the correct size. Next rub q-tip's cotton side on hand to roughen up the edges of cotton candy. Remove dyed cotton portion from q-tip and glue to rolled paper.