Slice thawed puff pastry into 1/3â€ strips. Holding strip at each end, working quickly, dredge it in a shallow dish of grated parmesan cheese. Turn one end clockwise to twist the strip into a gentle corkscrew. Sprinkle with cayenne or paprika. Bake at 400 until golden brown and aromatic, about 15 minutes. Serve alongside a soup and salad, or try it as a dipper for your favorite dip as a change.