Preheat the oven to 400 degrees F (200 degrees C). Line a rimmed baking sheet with parchment.

Place bacon in a large skillet and cook over medium-high heat, turning occasionally, until evenly browned. Drain and chop bacon.

Lightly flour a work surface, and roll out each pastry sheet until folds are smoothed out.

Place one pastry puff sheet on the prepared baking sheet. Spread cream cheese in a thin layer over pastry; sprinkle with 2/3 shredded Cheddar, half the bacon and half the jalapenos.

Place second sheet of pastry on top, aligning the edges. Cut the assembled pastry into half-lengthwise, then cut 1.5-inch strips crosswise.

Brush the pastry strips with beaten egg and twist each strip. Space twists on the baking sheet and sprinkle with remaining toppings.