Roll out the puff pastry into a neat square 3mm thick, brush with the beaten egg, sprinkle with the cayenne pepper, crushed Twistees and grated cheddar cheese. Dust lightly with more flour and pass with the rolling pin to press the toppings into the dough. Cut into 2cm wide strips and fold in half; filling inside. Take strips and twist, hold between fingertips and roll a slice of bacon around each twist.  Mix together brown sugar and rosemary, roll the twists in and place on baking paper. Bake at 175°C until pastry is golden and bacon caramelized. 

Cheese dip: Melt the butter in a saucepan, mix in the flour, pour in the milk gradually, stirring continuously, allow to boil, remove from heat, mix in the cheeses, crushed Twistees, salt and pepper to taste.