Start by making the pastry, if making your own. Do this by adding the flour and butter to a large bowl and rub together with your fingertips until roughly combined. You do not want to take it as far as breadcrumbs, there should still be bits of butter visible in places. Add the water and make into a ball. Wrap and chill for 30 mins.
Remove the pastry from the fridge, roll in one direction to form a long rectangle. Fold the top edge down to just below the middle. Then fold the bottom edge over this, to form a square with 3 layers (book end). Rotate this block 90 Degrees and repeat. Wrap and chill for another 20 minutes.
Preheat the oven to 220C/200C Fan/Gas 7. Line 2-3 large baking trays.
Remove the pastry, roll out to a rectangle bout 1/4 inch thick. Cut into 8 long strips. Place these strips on the lined trays. Spread a tiny amount of butter onto each strip, then sprinkle over grated cheese (the butter helps the cheese to stick).
To twist: hold each end of the pastry strip, and twist! (one hand away from you, one towards). Optional: brush a little milk over the twists. Top with salt, pepper, a little more cheese before baking for 10-15 minutes - until golden! Let cool on a wire rack.