Lets say roots of the quadratic equation is $\alpha, \beta.$
From the quadratic equation $x^{2} + ax + 2 = 0$
Sum of roots $\alpha + \beta = \dfrac{-a}{1} = -a$
Product of roots $\alpha\beta = \dfrac{2}{1} = 2$
We know that $(\alpha - \beta)^{2} = \alpha^{2} + \beta^{2} - 2\alpha \beta$
$\implies (\alpha - \beta)^{2} = \alpha^{2} + \beta^{2} + 2\alpha \beta - 4\alpha \beta $
$\implies (\alpha - \beta)^{2} = (\alpha + \beta)^{2}- 4\alpha \beta $
$\implies \mid \alpha - \beta \mid = \sqrt{(\alpha + \beta)^{2}- 4\alpha \beta }$
$\implies \mid \alpha - \beta \mid = \sqrt{(-a)^{2} - 8}$
$\implies \mid \alpha - \beta \mid = \sqrt{a^{2} - 8}$
According to the question, $\mid \alpha - \beta \mid < \sqrt{56}$
$\implies \sqrt{(a^{2} - 8)}<\sqrt{56}$
$\implies a^{2} - 8 < 56$
$\implies a^{2} < 64$
$\implies -8 < a < 8$
$\implies a\in(-8,8).$
So, the correct answer is $(A).$