Roll out the puff pastry into a large square and spread the spicy cheese over 2/3 of the dough.
Flip the 1/3 of the dough that is not covered with cheese over the remaining dough.
Flip again the first layer over the other two. There should now be 3 layers.
Beat the egg with a fork in a deep plate.
Brush the "frøsnapperne" with beaten egg and sprinkle sesame seeds and poppy seeds over them.
Press the square a bit flat and cut it into strips (about 3 cm wide, and about 10 strips in total).
Make a cut in the strip almost all the way up, but leave about 3 cm uncut at the end.
Grab each end of the strip and twist it. Make sure to pinch the ends together once the dough is twisted.
Place the "frøsnapperne" on a baking sheet lined with parchment paper.
Bake them at 200 degrees Celsius (392 degrees Fahrenheit) for about 15-20 minutes.