Step 1

Preheat oven to 425 degrees. Combine cheese and cayenne in a bowl.

Step 2

Lay each puff-pastry sheet flat on a lightly floured work surface. Roll out two 11-by-16-inch rectangles. Dividing evenly, brush with some of beaten eggs and sprinkle with cheese mixture. Using a pastry cutter or sharp paring knife, trim long ends to make even, then cut each rectangle crosswise into fifteen 1/2-inch-wide strips.

Step 3

Working with one at a time, twist each strip into a spiral and transfer to parchment-lined baking sheets, 1 inch apart. Using your thumb, press ends of strips onto parchment to prevent unraveling during baking. Chill until firm, at least 30 minutes.

Step 4

Bake until pastry is golden, rotating sheets halfway through, 10 to 15 minutes. Let cool completely on sheets on wire racks before serving or storing.