Preparation

• Heat the oven to 425°F. In a small bowl, mix the Parmigiano, sesame seeds, cayenne, chili powder, thyme, and 1/2 tsp. salt. On a lightly floured surface, roll one of the pastry sheets to a 10×14-inch rectangle. Brush evenly with the egg wash and cut in half lengthwise to make two 5×14-inch strips. Distribute half of the cheese filling over one strip and lay the second strip on top, egg wash side down. Press the strips together with the rolling pin to fuse the two sheets. Cut the strip crosswise into 28 strips 1/2 inch wide. Lift a strip, twist it three times, and lay it on an ungreased baking sheet, pressing each end to keep the twists from unwinding during baking. Repeat with the second pastry sheet and the remaining filling.
• Bake the twists until they’re puffed, light brown, and dry looking throughout, 12 to 14 minutes. Test one by biting it to make sure it isn’t doughy in the center.
• Let the twists cool on a rack and serve as soon as they’re cool, or within a couple of hours if possible.