Line 2 baking sheets with parchment paper and set aside.
In a bowl, toss together gruyere, wildwood and pepper.
Using 1 pastry sheet at a time, unroll onto floured work surface. Brush generously with some of the egg. Sprinkle half of the pastry evenly with half of the cheese mixture; pressing down lightly. Top with half of the prosciutto strips. Sprinkle with some of the thyme leaves. Fold uncovered half of pastry over top of prosciutto and roll gently to flatten.
With a pizza cutter or sharp chef’s knife, cut the pastry into 12 strips. Twist each into a corkscrew shape; arrange about 1 inch (2.5 cm) apart on the parchment paper. Press the ends down on the paper. Repeat with remaining ingredients.
Chill about 30 minutes or until firm. (Make-ahead: Cover with plastic wrap and freeze; layer with waxed paper in airtight containers and freeze for up to 2 weeks. Bake from frozen.)
Brush twists with some of the egg and sprinkle with sesame seeds. Bake 1 sheet at a time, in preheated 400°F (200°C) oven about 15 minutes until golden. Let cool on racks.
Top 5 Nutrients: Niacin ≥13%DV, Selenium ≥12%DV, Thiamin ≥12%DV, Calcium 8%DV, Riboflavin ≥7%DV.