Combine water and oil in a small saucepan; heat to 120° to 130°.
Combine 1 cup flour and next 5 ingredients in a large bowl; stir well. Gradually add liquid mixture to flour mixture, beating well at low speed of an electric mixer. Beat 2 additional minutes at medium speed. Gradually stir in enough of the remaining 2 cups flour to make a stiff dough.
Sprinkle 2 tablespoons flour over work surface. Turn dough out onto floured surface, and knead until smooth and elastic (about 8 minutes). Place in a bowl coated with cooking spray, turning to coat top. Cover dough, and let rise in a warm place (85°), free from drafts, 45 minutes or until doubled in bulk.
Combine chili powder and cornmeal; set aside. Punch dough down, and divide into 20 equal portions. Roll each portion into a14-inch rope. Brush each rope with egg white, and sprinkle with cornmeal mixture. Place 1 inch apart on a large baking sheet coated with cooking spray. Bake at 400° for 12 to 14 minutes or until done.