Grissini are sort of like long skinny biscuits, although they are baked longer, so they get hard. Maybe they are like long skinny biscotti then. Or dog biscuits for people. (I found out that dogs like grissini too.)
Anyway you use the same sort of ingredients you use in biscuit-making, and you make a stiff dough as for biscuits. But then you take a piece about the size of a super ball or a marble, and you roll it out to make a long thin worm, and you bake it. It's a lot like playing with playdough.
I found out that if you roll these worms out with two hands, gradually spreading your fingers apart as you roll, it makes them stretch to ten inches long, which is what the recipe specifies. Well, maybe some of mine weren't quite that long.
Here's the recipe I used, from an old Gourmet: