1. Preheat oven to 375°F.Line 2 baking pans with parchment paper.
2. Whisk together eggs, water, cayenne, sea salt and black pepper. Set aside.
3. Dust work surface with flour. Roll out puff pastry to a 10 x 14 rectangle. Sprinkle top half of pastry with blue cheese. With hands, press slightly into dough. Fold the dough in half and cut vertically into 12 pieces. Place a bacon strip on each piece of dough and gently twist dough and bacon together.
4. Space each twist evenly on baking pan. Brush with egg wash and sprinkle with black pepper.
5. Bake 12-15 minutes. Remove pans from oven and carefully drain. Return to oven and continue baking. Bake an additional 10-12 minutes until browned and bacon is crispy. Let cool slightly before removing from pan and serve immediately.

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