Preheat oven to 375°. Line a baking sheet with foil; set wire rack on top coated with cooking spray. Open pastry sheet and brush with egg. Sprinkle on Parm, using a rolling pin to adhere. Fold pastry sheet in half crosswise. Dust with flour and roll into an 8-inch square. Slice into eight 1-inch-thick strips. Brush with more egg. Lay two sage leaves lengthwise on each, then top with prosciutto, tearing as needed to fit. (You'll need 1 1/2 pieces per strip.) Turn strips over, brush with more egg, and top with more prosciutto. Holding the dough at both ends, twist in opposite directions to form a tight spiral. Transfer to the baking sheet. Bake until golden and crispy, 25 minutes.