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Step 1
Preheat your oven to 375F and line a large baking sheet with parchment paper. Make sure your oven rack is in the middle of the oven. Beat one egg in a bowl with one tablespoon of water until it's mixed well and pale yellow in color. Set aside.
Step 2
Sprinkle your counter with a small handful of flour and then sprinkle 1/3 cup of the shredded cheddar on top of the flour.
Step 3
Next, use your hands to gently unroll the sheet of puff pastry onto the flour/cheese mixture. Brush the whole sheet with the egg wash. (Set aside the remaining egg wash, you'll use it again in a minute)
Step 4
Sprinkle the remaining cup of cheese on the top half of the puff pastry, then sprinkle the black pepper evenly over top (and a pinch of salt, if using).
Step 5
Pull the bottom half of the puff pastry up over the top, folding it in half. Now take your rolling pin, and gently roll the folded puff pastry until it's about twice as big as it was before.
Step 6
Now, using a pizza cutter or a knife, cut the puff pastry into 8-10 strips.*
Step 7
Grab the top and bottom of each strip, and gently twist each one. Place it on the parchment paper. Repeat for all of the strips. Take your remaining egg wash and brush each twist again. Add a few more grinds of black pepper.
Step 8
Bake the cheese straws for 20-24 minutes (make sure to start checking them around the 20 minute mark), or until they're flaky and golden or cooked to your liking. Thicker straws will take longer.