1. Preheat oven to 375°. On a lightly floured board, roll pastry into an 18-inch round. In a bowl, mix mustard and 1 1/2 tablespoons water. Brush dough lightly with mustard mixture.
2. With a 2-inch round cookie cutter, with a decorative or plain edge, cut pastry into rounds. Re-roll scraps and cut more rounds.
3. Place half the pastry rounds 1 inch apart on baking sheets. Pile 3/4 teaspoon shredded cheese onto each round. Cover with remaining pastry rounds, mustard side down, like a sandwich cookie.
4. In a bowl, whisk the egg with 2 tablespoons water. Gently brush all the pastry tops with the egg wash. Sprinkle each with a pinch of salt and either the cumin seeds, sesame seeds, thyme, or pepper. Bake until puffed and golden, 10 to 12 minutes (9 minutes in convection oven). Serve warm.
Do-ahead tips: Prepare puffs through step 3 up to 1 day ahead and refrigerate, covered with plastic wrap. Or freeze, tightly wrapped, for up to 1 week. To bake, place chilled or frozen puffs directly into a 375° oven and bake 12 to 18 minutes.