Unroll the pastry sheet with one of the longer sides facing you. Imagine the pastry is like a book and spread the cream cheese over one half, then scatter over the grated Manchego and sprinkle with some paprika. Fold the other half of the pastry on top to sandwich and use a rolling pin to lightly roll to stick. Cut the pastry sandwich into 12 thin strips – shorter, rather than longer ones.
Twist each pastry strip and lay on the trays. Chill for at least 30 minutes.
When you’re ready to cook, preheat the oven to 200°C (180°C fan oven) Gas Mark 6, then bake for 10-15 minutes until golden brown and crispy.