Preheat the oven to 400° F. In a small bowl, combine the feta, walnuts, and rosemary; set aside.
On a lightly floured surface, roll out the pastry into a 16 x 10.5-inch rectangle. Brush with the beaten egg and sprinkle evenly with the cheese mixture.
Using a pizza cutter or a sharp knife, cut it into strips that are about 1¾ inches wide. Fold each strip in half lengthwise, pinch together, and twist to form a spiral shape.
Cut each strip in half crosswise and place on a non-stick baking sheet. Bake for 10-15 minutes or until golden brown.
Let cool and serve with warm apple sauce or apple butter.