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

Lightly flour a work surface, and roll 1 puff pastry sheet out into a 10x10-inch square; set aside. Repeat with the second puff pastry sheet.

Spread Nutella evenly across 1 puff pastry sheet. Carefully lay the second puff pastry sheet directly over top. Trim any uneven edges. Cut the pastry into 10 long 1-inch wide strips using a sharp knife or pizza cutter.

Working with 1 strip at a time, twist each strip of pastry until fully twisted. Coil into rounds and set on the prepared baking sheet.

Beat egg in a bowl, brush twists with egg wash using a pastry brush.