How to Make It
Line 2 large baking sheets with parchment. In a bowl, combine cheese, herbs and cayenne. Season with salt.
On a lightly floured surface, roll out a sheet of pastry to a 16-by-9 1/2-inch rectangle. With the short side facing you, spread half of cheese mixture over bottom half of pastry sheet. Fold top half of pastry toward you over bottom half, enclosing cheese mixture (into 8-by-9 1/2-inch rectangle). Press pastry down to help dough layers adhere and force out air pockets. Roll pastry into a 8-by-16-inch rectangle. Transfer to baking sheet; chill for 20 minutes. Repeat with remaining pastry sheet and cheese mixture. Refrigerate for 20 minutes. Preheat oven to 425ºF.
Remove 1 pastry sheet from refrigerator and place on a lightly floured cutting board. Place a fresh sheet of parchment on the baking sheet. With a sharp knife, trim uneven edges from pastry, then cut pastry into 32 1/2-by-8-inch strips. Holding 1 end in each hand, twist each strip 3 or 4 times and place 1 inch apart on lined baking sheet, pressing ends down. (You'll fit 10 to 12 twists on each sheet.)
Bake twists for 12 to 14 minutes, until golden brown. Transfer twists to wire racks to cool. Repeat with remaining pastry. Serve at room temperature.