Preheat oven to 425 °F. Line a baking sheet with parchment paper. (Thaw the pastry dough if not already thawed)
Combine egg and water in small bowl and whisk to combine. Combine grated parmesan, cayenne and paprika in another bowl, mixing well.
On a lightly floured surface, roll dough out into approximately 16 x 9 inch rectangle. Brush top with egg wash and sprinkle with half the cheese mixture. Lightly press the cheese into the surface (use hands or rolling pin)
Turn the dough over (carefully) onto the parchment lined baking sheet. Brush with egg wash and sprinkle with remaining cheese, pressing in lightly.
Trim the edges of your rectangle using a sharp knife or pizza cutter (don't cut into the parchment paper). Cut dough into 3/4 inch-wide strips. Pick up a strip and gently stretch and twist. (can be made to this point and frozen.)
Bake straws for 12 minutes, until puffed. Turn baking sheets, from back to front, reduce oven to 325 degrees and bake 15 to 18 minutes, until lightly brown.
Remove from oven and cool 2 or 3 minutes. Serve within 1 hour. Can bake in advance and recrisp in oven shortly before serving.
Notes
Mint Juleps:
handful of fresh mint (5-8 leaves)
1 tsp powdered sugar
1 tsp water
3 oz. bourbon (I used rye, but Kentucky bourbon is the tradition)
crushed (or shaved) ice
mint leaves for garnish
Place several mint leaves in the bottom of a julep cup and muddle a little to start releasing the oils (5 leaves is a moderate amount; use more if you like your drink really minty). Add the sugar and water and muddle a bit more. Fill julep cup with crushed ice. Add the bourbon. Add some more crushed ice to fill the glass and garnish with a fresh mint sprig.