I think it's more like 2 dice, which always land on opposite sides, so 1 and 6, 2 and 5 and so on.

And then a measurement isn't just to land a die, but also to choose which axis to measure - ie ask the dice are you a 1 or a 6. The other die magically spins around to the same axis and gives the corresponding result.

But I'm not sure this analogy is satisfactory and explains the 'spookiness' either.