Thaw pastry sheet at room temperature 30 minutes. Preheat oven to 400*F. Mix egg and water. Mix cheese, parsley and oregano.
Unfold pastry on lightly floured surface. Roll into 14x10-inch rectangle. Cut in half lengthwise. Brush both halves with egg mixture. Top 1 rectangle with cheese mixture. Place remaining rectangle over cheese-topped rectangle, egg side down. Roll gently with rolling pin to seal.
Cut crosswise into 28 (1/2-inch) strips. Twist strips and place 2" apart on greased baking sheet, pressing down ends. Brush with egg mixture. Sprinkle with black pepper.
Bake 10 minutes or until golden. Serve warm or at room temperature.
Makes 28 appetizers.
Tip: Crisps can be stored in airtight container up to 1 week.
Another Tip: To make ahead, twist strips. Place on baking sheet and brush with egg mixture. Freeze. When frozen, store in plastic bag for up to 1 month. To bake, preheat oven to 400°F Place frozen strips on greased baking sheet. Bake 15 minutes or until golden.