►Place puff pastry on a lightly floured work surface. Roll dough into a roughly 12-inch-by-15-inch rectangle. Transfer to a baking sheet. Brush dough with egg. Sprinkle cheese over one-half of the dough, leaving a ½-inch border around the edges. Fold the bare half over and press dough down to make a tight packet. Refrigerate 30 minutes.

►Return dough to the lightly floured work surface. Use a pastry wheel or sharp knife to trim any rough edges and discard. Starting from the folded edge, slice dough into ¼-inch-wide strips. Twist the strips tightly and place on 2 parchment paper–lined baking sheets. If dough becomes soft or difficult to work with, return to refrigerator and chill 10 minutes before continuing.

►Place twists in the freezer for at least 20 minutes or until ready to bake (see headnote above).

►Heat oven to 375ºF. Bake twists until golden and puffed, 18 to 20 minutes. Serve warm or at room temperature (these are best the day they’re baked).