Preheat oven to 375 and prepare baking sheets with parchment paper.
In the bowl of a mixer, combine the flour, pumpkin, Greek yogurt, and egg. Combine just until dough starts to form.
If the dough seems dry and crumbly, add 1 tablespoon of water at a time, until the dough sticks together. The dough should be slightly stick, but easy to work with.
Turn the dough out on a floured surface.
Cut the dough in half. Add a couple drops of red food coloring to half of the dough.
Roll each portion of dough out until it's about 3/8 inch thick.
Stack each layer of dough on top of one another and roll up, jelly style, to create a long log.
You should be able to cut through the dough right away. If it's not firm enough, stick it in the fridge for at least 30 minutes before slicing.
Cut the dough into slices and place on a cookie sheet.
Bake for 25 minutes, or until golden brown on the outside.
Allow the treats to cool completely. Store in a sealed treat jar or gift in a small cookie tin.