Preheat the oven to 200C/180C Fan/Gas 6. Line two baking sheets with baking parchment or greaseproof paper.
Roll out the pastry to a 30cm/12in square.
Using a pastry brush, brush the egg mixture all over the pastry. Sprinkle over the cheese and press down lightly. Cover with cling film and chill the dough in the fridge for 15 minutes.
Sprinkle the cheese with paprika, cut in half, then cut each half into 1cm/½in strips.
Twist each strip into a cheese straw shape and place onto the lined baking sheet.
Bake for 15 minutes, or until golden-brown and crisp.