Preheat the oven to 180 C / Gas 4. Grease a baking tray.
Lay the pastry on a lightly floured work surface and using a rolling pin roll out to a thickness of about a £1 coin. Sprinkle cheese over half the pastry, and then fold the pastry back over the cheese, and roll out again. Repeat this process, once more if you have enough cheese, reserving a little to sprinkle over the top later.
Now roll out the pastry into a rectangle shape and cut into strips, you can make small straws, or large ones. You could even use a biscuit cutter and make little cheesy biscuits. Arrange the straws onto the prepared baking tray.
Using a pastry brush, brush each straw with the beaten egg, and just sprinkle some pepper on and the remainder of the grated cheese.
Bake in the preheated oven for 20 to 25 minutes, until golden brown. Allow to cool slightly and remove from the tray. Cool fully before serving.
Try sprinkling with English mustard powder as well, or a sprinkle of paprika.
You can add a little sea salt to each straw, to add a delicious crunch, but be careful as the cheese may be quite salty.