This is just one of many methods of making twisties. It only works with two colours, and it requires a bit of practice, but it is a good place to start!

Warm up the first inch or so of your two colours. I alternate which one is in the hotter part of the flame as I do this, until they’re both starting to melt.
Stick them together so there is about 1-1.5 inches of overlap.
Keep working the whole joined area back and forth in the flame, until they’re completely joined.
Start squishing them together by pushing the two rods into each other.
Keep squishing, you want to end up with one big glob of the two colours.
Keep heating the blob until it is molten. You want to push the rods into each other, and you don’t want any rod ends hanging off/sticking out.. it should all be melted into the blob.
Let the blob cool for a few seconds. This is where the practice comes in, to get a feel for when to start pulling. You don’t want it to be too molten, or too stiff.
Start pulling and twisting. You will pull slower at first, and faster and harder as the glass cools more and more. I twist with both hands, one on each rod, going in opposite directions.
Here is the twistie. This wasn’t a great one, not super even! But I find that even the not perfect ones have some portions that are very useable. Just be careful about any parts that are thicker than your usual stringer, they cool slower than you would think! And they’re so tempting to grab. Ouch.