Roll the pastry out, on a lightly floured work surface, into a large rectangle around 0.5cm thick.
Turn the pastry so that the longest side is facing you, spread the mustard evenly on the pastry, sprinkle with the Cathedral City Mature Cheddar and season with plenty of black pepper.
Cut the pastry into long strips. Carefully twist each piece of pastry 4 or 5 times so it looks like a curly straw, then place on the baking tray.
Chill the pastry twists in the fridge for 15-20 minutes.
Brush the Cathedral City Mature straws with the beaten egg.
Bake them for 20-25 minutes, or until the pastry is well risen and golden brown.