Preheat the oven to 350 degrees F. While it is preheating, fill out fortunes on small pieces of paper. Then line cookie sheets with parchment paper or a Silpat.
In a large mixing bowl, whip together egg whites and sugar with an electric beater on high until frothy, about 2 minutes. Then add in melted butter and vanilla and mix until combined. Add in flour and mix well. Then add in pomegranate juice 1 tablespoon at a time until your batter is thick and fluid. Add food coloring if desired.
Spoon a tablespoon of the batter into 2 circles on the baking sheet. Use the back of a spoon to spread the batter out very thin. Don't do more that 2 at a time as they harden quickly once you take them out of the oven and can be tricky to mold.
Bake for 5-7 minutes until the edges begin to brown. Quickly remove the cookies from the baking sheet one at a time and place a fortune in the center. Fold the cookie in half and then fold the ends together to form the fortune cookie. Cool in a muffin tin to hold shape. Repeat with the remaining batter.