Preheat oven to 400°F. Line 2 large baking sheets with parchment paper. Working with 1 sheet of puff pastry at a time, unroll onto a clean work surface. Brush both sides with egg. Sprinkle each side with 2 Tbsp cheese, 1 tsp thyme, salt and pepper, pressing topping lightly into pastry. Cut into ½-inch-thick strips. Gently twist and place on prepared baking sheet. Repeat with remaining pastry and toppings. Bake 15 minutes or until lightly browned.