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Step 1
Line 2 baking sheets with parchment paper; set aside.
Step 2
Place a sheet of parchment paper on a flat surface and spray it lightly with nonstick spray. Lay the puff pastry on top and place a 2nd sheet of sprayed parchment over the puff pastry.
Step 3
Use a rolling pin to slightly flatten the puff pastry into a 10x11-inch rectangle. Carefully remove the top parchment. Spread the pastry evenly with a thin layer of 2 tablespoons Dijon mustard. Sprinkle ½ cup shredded cheese over the mustard and top with 1/3 cup grated Parmesan. Lightly & evenly sprinkle the Parmesan with sweet paprika, kosher salt and ground black pepper. Replace the top parchment paper and press the cheeses & seasonings into the pastry by rolling the pin back and forth a few times.
Step 4
Flip the parchment-encased pastry over and remove what is now the top parchment. In a small bowl, whisk together the egg and water. Use a pastry brush to evenly coat the top-facing side of pastry. Sprinkle with the remaining ½ cup shredded cheese and 1/3 cup grated Parmesan.
Step 5
Replace the top parchment paper and, again, roll the pastry with the rolling pin to press the cheese into the pastry. Remove the top piece of parchment paper.
Step 6
Use a large, sharp knife or a pizza cutter to trim off the rough edges of the dough. Cut the pastry into 14 equal (3/4-inch) strips the length of the dough. Beginning in the middle of each strip of dough, gently twist each strip of pastry and place them on the prepared baking sheet 1-inch apart. Refrigerate the dough for 30 minutes.
Step 7
While the dough cools in the fridge, adjust the oven rack to the middle positions and preheat the oven to 425°F.
Step 8
Place the cooled cheese straws on the baking sheet to the oven and bake 12-16 minutes or until golden brown and fully puffed, rotating the baking sheet halfway through baking. (The cheese straws will crisp a little after removing from the oven.) Cool 5 minutes on the baking sheet before serving.
Step 9
Serve with honey mustard, cheese sauce or your favorite dipping sauces. Enjoy!