Heat oven to 190 degrees. Line baking trays with baking paper.
Toss cheese with herbs in a bowl. Mix egg with 1 tablespoon water.
3Roll the puff pastry out on a lightly floured surface. Brush with egg mixture, sprinkle with cheese & herb mixture. Gently press herb mixture into puff pastry using a rolling pin if necessary.
4Slice the puff pastry crosswise with a pizza cutter into 1 1/2cm wide strips. Twist each strip into a tight coil. Place on prepared baking sheets leaving space between each one. Or roll the dough into scrolls and slice 2cm thick.