Well, Betty says the dough should be soft and pliable, but not crumbly. She suggests putting a little dough in the cookie press to test, then adding a little egg or more flour to adjust. It's admittedly harder to gauge with a dough like this one that specifies chilling.
@scott123 did a good job of explaining the texture in his post above. As he suggests, it may be easier to adjust the texture by chilling or warming the dough a bit. You want a little bit of jaggy-ness when it comes out of the press, but not so much they fall apart or so little that they lose their shape.