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1
Preheat the oven to 425F.
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2
Set aside two ungreased rimmed baking sheets.
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3
In a small bowl, combine the cheese, cayenne, paprika, and salt.
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4
Set aside.
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5
In a second small bowl, whisk together the egg and water.
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6
Set aside.
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7
On a lightly floured surface, roll out the thawed pastry sheet 1/8 inch thick, to form a rectangle that is about 10 by 16 inches.
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8
Lightly brush the dough with the egg wash.
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9
To shape the straws, halve the pastry crosswise into two 5 by 8-inch rectangles.
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10
Sprinkle the cheese mixture over one rectangle and top with the other rectangle, egg-wash side down, pressing firmly to force out any air pockets.
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11
Roll out the layered pastry a little further to make the layers adhere (the rectangle should be about 12 by 9 inches).
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12
Brush the top of the pastry with additional egg wash and transfer to a baking sheet.
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13
Chill until firm, about 10 minutes in the freezer or 30 minutes in the refrigerator.
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14
Remove from the freezer and transfer to a floured work surface.
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15
With a large sharp knife, pastry wheel, or pizza cutter, cut the pastry lengthwise into 1/4-inch-wide sticks.
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16
Twist the ends of each strip in opposite directions to create a long twirl.
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17
To bake the straws, arrange them about 1 1/2 inches apart on the baking sheets, pressing down the ends to fix the straws to the rimmed edge of the sheet pan.
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18
Bake the cheese straws, in batches, in the middle of the oven until golden, 10 to 12 minutes.
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19
(While baking in batches, keep the raw dough in the refrigerator.)
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20
Transfer the baking sheet to a rack to cool slightly, then transfer the cheese straws to a rack to cool completely.
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21
Once they have cooled completely, store the cheese straws in an airtight container for up to 2 days.
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22
Re-crisp them in a 425F oven just until heated through, about 5 minutes.
