Preheat oven to 400 degrees. Spray a large nonstick baking sheet with nonstick cooking spray.

In a small bowl, mix the cheese, chili powder and cumin. Place the sheets of phyllo on a work surface and cover them with a damp towel. Remove the first sheet and place it with short side toward you. Coat with nonstick cooking spray (butter-flavored is nice), then sprinkle with about 2 teaspoons of the cheese mixture; fold the phyllo in 1/2 to form a 12 by 8 1/2-inch rectangle. Spray the phyllo again and sprinkle with 2 more teaspoons of the cheese mixture; fold in 1/2 again to form a 6 by 8 1/2-inch rectangle. Spray the phyllo again and sprinkle with 2 more teaspoons of the cheese mixture; fold in 1/2 again to form a 6 by 4 1/4-inch rectangle. Spray again and sprinkle with just a bit of the cheese mixture; with a serrated knife, cut into 8 short strips. Transfer the strips to the baking sheet, placing them about 1/2-inch apart. Repeat the process 2 more times to make 24 cheese straws. Bake until the cheese straws are crisp and golden, about 8 to 10 minutes. Cool on wire racks.