Roll it out 'til its long and thin.

Note: The longer and thinner you can make the dough rope, the more like Auntie Anne's they will be.

Place it as a big alphabet 'U'

like:

l . . . l <-- the 'tip-ends'
l . . . l
l____ l <-- the 'base'

(Please do ignore the full-stops in between XD )
the end doesn't have to be squarish

Grabbing the 'tip-ends',
lightly join them together,
to make a water-droplet-outline shaped dough.

Holding the 'water-droplet' 'tip-end' with your left hand,
hold the bottom round base-end with your right.

Using your right hand, twist the dough TWICE to get a braid-like shape.

With your left hand, bring down the 'tip-end' to the bottom base.

Split or 'un-join' the joined tip base.

Press-join each tip to the base.