Roll the dough into a rectangle about 1/4-inch thick. Brush with some of the egg wash and sprinkle with half of the Parmesan and paprika. Gently run the rolling pin over the dough to press the cheese mixture into it. Turn the dough over, brush it again with egg wash and sprinkle with remaining cheese and paprika. Again, gently run the rolling pin over the dough to press the cheese into it. Transfer the dough to a baking sheet lined with parchment paper and chill for at least 30 minutes.
Line a baking sheet with a piece of parchment paper that does not extend all the way to the end, leaving about 1 inch of baking sheet uncovered. With a pastry wheel or sharp knife, cut the dough lengthwise into 1/2-inch strips. Twist the strips corkscrew fashion and arrange 1/2 inch apart on the parchment lined baking sheet. Press the ends of the strips onto the bare baking sheet at each end so they stick and hold the dough stretched and in place.
Bake in the oven for 10 minutes, or until puffed and golden. Cut crosswise into 4-inch lengths while hot and let cool on racks.
Note: Straws may be stored in air-tight containers for 1 to 2 days. Keep in a cool, dry place. Crisp in the oven before serving.