Roll 1 pastry sheet into a 13- x 11-inch rectangle. Stir togeter butter, and salt. Brush half of the butter mixture over pastry. Sprinkle with half of cheese, paprika, and black pepper.
Roll up pastry, jellyroll fashion, starting with each short side and ending at middle of pastry sheet. Repeat procedure with remaining pastry sheet, butter mixture and cheese, paprika, and black pepper.
Cut rolls crosswise into 1/3-inch-thick slices. Place on lightly greased baking sheets. Whisk together egg yolk and 1 tablespoon water, and brush everly over pastries.
Bake at 375º for 10 minutes or until golden brown.