Brush 1 side of each sheet puff pastry with egg. Press Gruyère evenly over 1 sheet; sprinkle with cayenne and salt.Advertisement
Place second sheet egg side down on first sheet. Cut stack into 12 strips and pinch all sides of each to seal; twist. Divide twists between 2 parchment-lined baking sheets.
Bake 17 min at 400°. Swap position of sheets halfway through baking.