Preheat oven to 425°. Unfold pastry sheet onto a lightly floured surface. Roll into a 10- x 12-inch rectangle.
Lightly beat egg, water, and desired amount of sriracha in a small bowl. Brush pastry with egg wash. Sprinkle half of pastry lengthwise with cheese; fold other half over cheese, pressing lightly. Lightly flour pastry, and gently roll into a 7- x 12-inch rectangle. Brush top of pastry with egg wash; sprinkle with sesame seeds. Chill 30 minutes.
Cut pastry crosswise into 1/2-inch strips. Twist each strip, and place on a parchment paper-lined baking sheet. Bake 15 minutes or until golden.