One 17.3 oz (484 g) package thawed frozen puff pastry (2 sheets)
1/2 cup freshly grated Parmesan cheese
All-purpose flour, for dusting
1 large egg yolk
2 tbsp Dijon mustard
1 cup grated sharp Cheddar cheese
Butter, for the baking sheets
Preheat the oven to 375°F (190°C). One sheet at a time, roll out the thawed puff pastry on a lightly floured surface into a 14x10in (35x25cm) rectangle, trimming the edges to neaten.
Combine the cheeses. Spread 1 tbsp mustard over the top half of each pastry sheet, leaving a 1/2 in (12mm) border, then top with half of the grated cheeses.
Mix together the egg yolk and milk, then brush lightly around the exposed borders on the pastries.
Fold over the pastries and press together, sealing the edges. Lightly roll over the top to compress.
Cut the pastries into 20 strips about 1/2 in (12mm) wide. Holding both ends, twist strips into a spiral and place, well spaced, on lightly greased baking sheets.
Bake for 12–15 minutes, or until puffed and golden. Transfer to a wire rack and let cool.