Working on a lightly floured surface, unwrap the thawed pastry. Dust the tops of the sheets lightly with flour. Using a rolling pin, flatten each sheet to 10 by 12 inches.
In a small bowl, whisk together the egg white and mustard. Brush the pastry with the egg-white mixture and dust with the paprika. Sprinkle the cheese evenly on top and lightly press it in. Using a pizza wheel or sharp knife, cut each sheet crosswise into 12 strips.
Line 2 baking sheets with parchment. Twist each pastry strip into a corkscrew shape and place close together on the prepared sheets. Refrigerate for 1 hour.
Preheat the oven to 400 degrees . Whisk the egg yolk with 1 tbsp. water. Remove the baking sheets from the refrigerator, brush the straws with the egg wash and season lightly with salt. Bake the straws until golden-brown, 20 to 25 minutes.