Preheat your oven to 400°F (200°C). Line a baking tray with parchment paper. This prevents sticking and makes cleanup easier after baking.

Place grated cheddar cheese into a bowl. Add butter, mustard, paprika, black pepper and garlic powder. Mix everything until well combined and evenly seasoned.

Lightly dust your work surface with flour. Roll out the puff pastry sheets gently. This helps create even-sized cheese rolls.

Spread the cheese mixture evenly over each pastry sheet. Leave a small border around the edges. This prevents the filling from leaking.

Starting from one long side, roll the pastry tightly into a log shape. Keep the roll firm for better slices and shape.

Place the rolled pastry logs into the refrigerator for ten minutes. Chilling helps them hold their shape while baking.

Remove the pastry logs from the refrigerator. Cut each log into equal pieces. Arrange them on the prepared baking tray.

Mix the beaten egg with water. Brush the tops of the rolls. This creates a beautiful golden color during baking.

Bake for about 20 to 25 minutes. The pastry should become puffed, flaky and golden brown. The cheese filling should be melted.

Remove the tray from the oven. Let the rolls cool for five minutes. Serve warm and enjoy their crispy texture.