Preheat oven to 400F. Line two baking sheets with parchment paper.
Roll puff pastry into a 10-by-14-inch rectangle. Whisk egg and water together and brush on pastry. Sprinkle with Parmesan, rosemary and pepper, pressing lightly into pastry with your fingers.
Cut pastry into 24 strips, each slightly more than 1/2-inch wide. Twist each strip and place on baking sheets. Bake 10 to 12 minutes, until golden. Serve warm or at room temperature.