Line a baking tray with parchment paper. Preheat the oven to 200°C/390°F.
Open the sheet of puff pastry and spread the softened cream cheese on top.
Add the bacon pieces, chopped jalapeños, and 100g of the cheddar cheese. Fold the puff pastry in half, and gently press down everything together.
Using a sharp knife slice lengthwise strips of about 1 cm thick. Twist the strips and place on the baking sheet.
Brush with a beaten egg and add on top the remaining cheese over the twisted strips.
Bake for about 20 minutes, ideally rotate the baking tray half way through. They should have a nice golden colour.