Quick googling reveals that you are absolutely right. It is paille folle. All of the links I found though correspond to ads. That is why I do not include any of them.

Looking it up on some merchant’s webites, you can find different names

• pailles à boucles
• pailles bouclées
• pailles fantaisie (although that one can apply to any straws with an unusual design)
• pailles folles (although, I , as a native speaker, have never heard it and would be quite puzzled if someone asked me “peux-tu amener des pailles folles ?” – I suspect it is rather a simple literal translation of the English term that merchants got through Google Translate)

In everyday conversations, I have the feeling (some may argue) that none of these terms will point unambiguously to the type of straws shown in the picture. If someone had to ask specifically for such a straw, they could have to elaborate a bit to be sure:

Tu peux acheter des pailles à boucle ? Tu sais, des pailles qui font des boucles, et où le liquide passe aussi dans les ronds, comme les enfants aiment bien, pas de simples pailles toutes droites.