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1
Remove 1 pastry sheet from the package and let thaw at room temperature for 30 minutes.
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2
Tightly seal the remaining pastry and freeze for another use.
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3
Position one rack in the center and a second rack in the lower third of the oven and preheat to 425F.
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4
Have ready 2 rimmed baking sheets, preferably nonstick.
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5
For pans without a nonstick finish, line the pans with parchment paper or use Silpat mats.
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6
In a small bowl, mix together the cheese, chives, thyme, pimenton, and cayenne pepper.
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7
Set aside.
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8
Unfold the pastry sheet and place it on a lightly floured cutting board.
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9
If there are any cracks in the pastry, gently pinch them closed.
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10
Using a lightly floured rolling pin, roll over the pastry gently, just enough to remove the fold marks, and then roll it out into a 10-by-15-inch rectangle.
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11
Cut in half lengthwise to form two 5-by-15-inch rectangles.
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12
Brush each piece with the egg wash.
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13
Arrange 1 piece of the dough with the long side, facing you and distribute the cheese filling evenly over it.
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14
Place the second piece of dough, egg wash side down, on top of the cheese, lining up the edges evenly.
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15
Using the rolling pin, press the sheets together to secure the cheese firmly between the layers, especially at the edges.
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16
Using a sharp knife or pizza wheel, cut the filled and pressed pastry crosswise into 30 strips, each 1/2-inch wide.
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17
Working with 1 strip at a time, twist 3 times and lay the cheese straw on a baking sheet, pressing down the ends firmly to keep it from untwisting during baking.
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18
Continue to twist and arrange the remaining strips, placing them 1 inch apart on the baking sheets.
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19
Bake for 8 minutes, switch the position of the baking sheets, and continue to bake until the cheese straws are puffed, golden brown, and crisp about 4 to 6 minutes longer.
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20
Transfer to a wire rack and let cool slightly.
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21
Serve warm or at room temperature.
