Heat oven to 400°F. Cut out 3 strips foil, 12 x 1-inch. Place strips on baking sheet and coat with nonstick cooking spray. Fit pastry bag with medium-size plain round tip; place bag in measuring cup; fold edge outward for cuff.
Whisk whites, sugar, vanilla, salt, butter and flour in bowl until blended. Spoon into pastry bag. Pipe even line of dough down center of each strip, leaving 1-inch foil border on each end.
Bake in 400°F oven 4 to 5 minutes or until golden. Remove baking sheet from oven. Working quickly before cookies cool, form cookie, keeping it on foil strip, into spiral around cone. Quickly repeat with more 2 cookies on foil strips. (If cookies cool too quickly and become too firm, return cookies on foil strips to oven 30 seconds or until pliable; then shape around cone.) Cool completely.
Very, very carefully remove the strips of aluminum foil from the cookie twists -- the cookies are fragile and prone to breaking. Repeat with the remaining cookie dough -- piping, baking and shaping.