Roll the pastry out, on a lightly floured work surface, into a large rectangle around 0.5cm thick.
Turn the pastry so that the longest side is facing you, spread the mustard evenly on the pastry, sprinkle with Cathedral City and season with plenty of pepper.
Cut the pastry into long strips. Carefully twist each piece of pastry 4 or 5 times so it looks like a curly straw, then place on the baking tray.
Chill the straws in the fridge for 15-20 minutes.
Brush the straws with the beaten egg.
Bake them for 20-25 minutes, or until the pastry is well risen and golden brown.