The hard way
But the way you can use to pour sugarlicious material on.
As usual we'll begin with a simple vertex. Easiest way is to add a cube, or plane, and go into edit mode, vertex select mode, select all with A then Right Click > Merge > At Center.

Add a Displace modifier set to X, lower the midlevel and increase the strength. Don't mind the vertex group, you don't need it.

Add a Screw modifier, increase the screw, iterations and steps (viewport and render)

Let's give it some thickness ! First add another screw, but set the steps to 1.

How to create a noodle. Don't worry about the wonky shading just yet.

Add a Bevel modifier set to angle and crank up the width. Add a Weld to remove the seam in the middle.

The tricky part. Add an empty, set it as the object offset in a new array modifier. Now we drive the empty rotation so that the result is always equally separated.

Set the array count to 10.

Add a Bezier curve, scale it. Add a Curve modifier to the other object, and set the curve as the target.

Let's shade this masterpiece ! (Easy part)

What the ?? Everything's white !

Let me show you the simplest magic trick in the book. Offset UV in the Array modifier.

Final result :

I'll let you play with the settings, not all the fun for me :)
