Directions

1. Preheat oven to 400 degrees. In a small bowl, whisk together egg and 1 tablespoon water; set egg wash aside. In another small bowl, combine Parmesan, mustard powder, salt, and cayenne; set aside.
2. On a lightly floured work surface, roll out dough (still folded in thirds) to a 16-by-12-inch rectangle. With short side facing you, cut in half crosswise; brush one side of both halves with egg wash. Sprinkle one egg-washed half with cheese mixture. Sandwich halves together, egg-washed sides facing in; press lightly to adhere. Run a rolling pin over dough to seal.
3. With short side facing you, cut dough crosswise into 24 strips, each 8 inches long and 1/2 inch wide. Place strips, 1 inch apart, onto two baking sheets; twist strips, pressing down on ends to adhere them to sheets. Bake until cheese straws are puffed and golden, 8 to 10 minutes, rotating sheets halfway through.