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Step 1
Preheat the oven to 375F. Line a sheet pan with parchment paper if desired (it's not necessary, there is enough fat to prevent sticking).
Step 2
Roll out the puff pastry about 1/8 inch thick. Whisk the egg with the water and brush the puff pastry with the egg wash.
Step 3
Sprinkle the entire surface with the cheeses, cayenne, and paprika. Press the cheese and spices into the puff pastry.
Step 4
Cut the pastry into 3/4 inch thick strips using a pizza cutter or knife. Twist each strip and lay it on the baking sheet.
Step 5
Bake for 15-20 minutes until golden brown and puffy. Enjoy!