Preheat an oven to 200°C / 400°F (180°C fan forced)
In a small bowl, mix the dried Italian herbs and red chili powder together. Set aside.
Place the puff pastry on baking paper / parchment paper.
Whisk the egg with a tablespoon of water, and then brush the beaten egg on the puff pastry with a pastry brush.
Sprinkle half the grated cheddar cheese over the puff pastry sheet followed by half of the herbs and spices mixture.
Place a piece of parchment paper over the cheese mixture, and use a rolling pin or your hands to press the cheese into the puff pastry.
Cut the pastry into 2 cm (about 1 inch) wide strips. This will make about 12 - 15 cheese straws. You can adjust the size depending on how thick or thin you prefer the cheese straws. It is possible to cut the cheese straws in half, to make shorter cheese straws.
Twist the strips slightly from both ends and place onto an oven tray lined with baking paper. Repeat until all the strips have been twisted to make cheese straws.
Lightly brush the twists with a little more of the egg mixture.
Place the cheese straws into the preheated oven and bake for about 15 minutes or until golden brown. Baking time can vary from one puff pastry brand to another, so always look at packet instructions to be on the safe side.
Once the cheese straws are golden brown, remove them from the oven and allow them to cool.
The cheese straws can be kept in an airtight storage container for 3 – 4 days. However, make sure they are completely before putting them in a container, as they can turn soggy otherwise.
This recipe will yield around 12 - 15 cheese straws depending on how thick or thin you prefer the cheese straws. Nutrition is based on the recipe yielding 15 cheese straws, and 1 cheese straw per serving.