1. Heat oven to 400 degrees F. Coat 2 large baking sheets with cooking spray.
2. Stir together cheese, butter, pepper and celery salt in a bowl.
3. Unfold pastry on lightly floured surface. Roll into 14 x 10-inch rectangle. With a sharp knife, cut pastry in half lengthwise, pressing straight down through pastry without dragging, to make two 14 x 5-inch rectangles. Cover 1 rectangle with cheese mixture. Place other half of pastry on top of cheese-covered pastry. Roll with rolling pin to seal and flatten.
4. Cut pastry crosswise into twenty-eight 1/2-inch-wide strips, 5 inches long. Twist each strip; place 1 inch apart on prepared sheets; press ends to seal.
5. Beat egg and water in small bowl. Brush twists with egg mixture.
6. Bake in 400 degrees F oven 10 minutes. Lower heat to 300 degrees F. Bake 8 to 10 minutes, until golden and crisp. Remove straws to rack to cool.