Preheat oven to 375° F (190° C). Line a large baking sheet with parchment paper.
In a small bowl, mix water, egg, and Diamond Crystal Kosher salt (if using another salt, please adjust quantity to adjust sodium).
Unroll a thawed sheet of puff pastry dough onto a lightly floured cutting board or parchment paper. Roll out each sheet to be about 12 x 10 inch rectangle/30 x 25 cm.
Brush on egg mixture and sprinkle cheese: Lightly brush the beaten egg mixture on the puff pastry sheet with a pastry brush. Sprinkle on green onions evenly. Generously sprinkle with roasted sesame seeds. Finish by sprinkling over the top with your Maldon or other course finishing salt. Press down gently with the heel of your hand to help the toppings adhere to the dough.
Using a knife or pizza wheel, cut the sheet into about 12 strips, and then cut the 12 in half for 24 short twists.
Holding each end of a strip with two hands, twist strips into a corkscrew, and lay them on the prepared baking sheet. Leave at least an inch (2.5cm) between each strip, as they will expand in the oven.
Bake for 10-15 minutes or until the twists are golden brown. Turn baking sheet halfway through for even browning.