I have made cheese straws of Magnolia Grill (NC restaurant). An idea for the
appetizer of S.Valentine.
Here the photo:

http://i1.tinypic.com/nleqs4.jpg

They are good , but you must pay attention because the spices and cheese
which wrap the straw, easily burn. Next time I will try with convention
oven.
The puff pastry is not the usual puff pastry, but you must wait some hours
befor use it. Next time I will try another recipe of puff pastry.
Well. I fyou want to do them in few minutes, take a ready puff pastry, roll
it in a rectangule of about 1 1/2 cm thick.
Spread the rectangule with 1 egg mixed with one teaspoon of water. Then put
over a mix of: 1 cup of reggiano cheese, paprika and black pepper (roll over
the dough with a rolling pin). MAke the same thing on the other side.
Then cut the dough in streeps and turn them with fingers to create the
straws. Put in the oven very hot for 10 minutes, then low the fire.
Cheers
Pandora
Ps. If someone want the exact recipe, I will copy from the book.