The oracle at wiki says:
“To make Triscuits today, the wheat is first cooked in water until its moisture content reaches about 50%. It is then tempered, allowing moisture to diffuse evenly into the grain. The grain then passes through a set of rollers with grooves in one side, yielding a web of shredded wheat strands.
Many webs are stacked together, and this moist stack of strands is crimped at regular intervals to produce individual pieces of cereal with the strands attached at each end. These then go into an oven, where they are baked until their moisture content is reduced to five percent.”
BTW, this exact same blurb is used in the Shredded Wheat entry. No surprise there, eh?