Thaw pastry sheet at room temperature 30 minutes. Preheat oven to 400 degrees F. Mix egg and water. Mix cheese, parsley and oregano.
2.
Unfold pastry on lightly floured surface. Roll into 14x10-inch 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.
3.
Cut crosswise into 28 (1/2-inch) strips. Twist strips and place 2 inches apart on greased baking sheet, pressing down ends. Brush with egg mixture.
4.
Bake 10 minutes or until golden. Serve warm or at room temperature. Makes 28 appetizers.
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