Defrost the puff pastry slices according to the instructions. Mix the egg, brush one puff pastry slice with it and sprinkle with half of the cheese, salt and pepper.
Brush the second pastry slice with egg in the same way and place the coated side on the first slice. Brush the top again with egg, sprinkle with the remaining cheese, salt and pepper. Brush the last disc of dough with egg and place it with the coated side on top. Roll out the dough packet with only light pressure to a size of 10*20 cm. Cut 16 strips of dough 10 cm long. Take the strips by their narrow sides and twist them once around the longitudinal axis.
Place the strips on a baking tray covered with parchment paper and brush them with the remaining egg on the surface, but not on the cut surfaces. Leave to rest for 15 minutes.
Preheat the oven to 200 degrees. Bake the cheese sticks on the middle rack for 15 minutes and bring them to the table on the spot if possible.