Roll into 14 x10 rectangle. Cut in half lengthwise.
Brush both halves with egg mixture.
Top 1 rectangle with cheese mixture.
Place remaining rectangle over cheese-topped rectangle, egg-side down.
Roll gently with rolling pin to seal.
CUT crosswise into 28 (1/2 ) strips. Twist strips and place 2 apart on greased baking sheet, pressing down ends.
Brush with egg mixture.
BAKE 10 min. or until golden.
Serve warm or at room temperature.
TIP: To make ahead, twist strips. Place on baking sheet and brush with egg mixture. Freeze. When frozen, store in plastic bag for up to 1 month. To bake, preheat oven to 400°F. Place frozen strips on greased baking sheet. Bake 15 min. or until golden.