What is the procedure for Pillsbury cookies? I read the answer about spritzing the dough with a little water but my question is....do you
take the dough (I buy Pillsbury in a roll) out of the refrigerator and immediately start your cookies?  Or do you let the dough get room temperature?  When working with the dough should you
continually use flour to keep it from sticking to the rolling pin?
You should let the dough get to room temperature (IMO, no more than  20c) 

And the dough contains enough fat that you should not need extra flour for the rolling pins.

This video shows how to make pillsbury cookies : https://www.youtube.com/watch?v=RzyD_0ySatE