What's so spooky about action at a distance?
Entanglement of separated electrons seems no more odd to me than a parameterized hyperboloid of two sheets . Change the parameter and the curvature and other properties change identically in the two sheets.
It may look like two things, but it acts like one thing because it is. The parameter is a property of the object, a property of both "pieces" and the fact that the curvature, which depends on the nature of the object, is identical for both pieces even though they are spatially separated does not seem odd to me.
Now, admittedly, this example is not a "physical" object, but what in physics is a physical object in the classical sense anymore?