Thaw puff pastry. Then preheat oven to 400 degrees F. and line a 9×13 baking dish with parchment paper. It’ll help to put a few drops of oil under the parchment paper so it sticks.
Unfold the puff pastry and cut each into thirds. Add a schmear of peanut butter down the center of each strip. Add a schmear of nutella over the peanut butter. Don’t overfill these or they will explode!
Roll the puff pastry into a long cylinder and transfer it to your prepared baking dish. As you add the puff pastry rolls, wind them around the dish to look like intestines.
Mix together red and blue food coloring (I would go with 20 drops red to 1-2 drops blue. It should be mostly red.) Then dot the puff pastry with the coloring around the edges and in the cracks.
Bake at 400 degrees F. for 20-25 minutes until golden brown.
Let cool a bit before serving but you can serve it warm or cold.