Preheat oven to 400°F. Line a baking sheet with parchment paper.
Unroll the pastry, leaving it on the parchment sheet it is package on. Roll out to approximately 12 by 10 inches. Arrange prosciutto slices over half (or both sides, if you like) of the puff pastry. Sprinkle parmesan evenly over the prosciutto, then add a few cracks of black pepper. Fold pastry over, gently pressing down to remove bubbles and adhere edges.
If you like, brush beaten egg over the pastry and sprinkle with more black pepper. Using a sharp knife, cut into 1/2-inch strips. Twist each strip and place on the prepared baking sheet.
Bake for 12-15 minutes, until golden brown.
Best served warm, but just as tasty at room temperature.