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On a floured surface, roll out puff pastry to a 10x20-inch rectangle. Gently score a line dividing the rectangle in half so you have two 10-inch squares. Sprinkle cheese, walnuts and pepper on one half. Fold over the other half to cover the walnuts and cheese. Turn pastry sideways and roll out again to a 10- by 20-inch rectangle. Place on a baking sheet and let rest in the refrigerator for at least 30 minutes to relax the dough.
Preheat the oven to 375°F. Cut pastry into strips about 1/2-inch wide and 10 inches long. You should have about 40 strips. Working in batches, gently twist each strip and place on a non-stick baking sheet, pressing down ends. Bake until golden brown and cooked through, 20 to 30 minutes. Transfer baked twists to a rack to cool.