Thaw the puff pastry sheets (if using frozen) but make sure they are still cold
Gently heat Nutella in the microwave to make it more liquid then let it come to room temperature (do not use it hot)
Line 2 baking sheets with parchment paper, no need to grease them as the puff pastry contains enough fat
Unfold one sheet of the puff pastry sheets onto a lightly floured kitchen counter. Using a rolling pin, gently roll the top of the pastry to seal together any folds.
Spread Nutella onto the pastry sheet dough using a spoon or offset spatula. Fold the top half of the sheet onto the bottom half and gently press the two sheets together.
Using a pizza wheel or sharp knife, cut the dough into 2cm / 1 inch strips and twist each strip into a twist then place them onto the baking sheet leaving enough space in between them to puff up.
If at any point the puff pastry would become warm to handle, pop it into the freezer for a few minutes to chill. Do not force the pastry while it is still hot, it would only make a mess.
Whisk one egg with a dash of milk then apply a light egg wash on top of the pastry
Pre-heat oven to 190C / 370F (no fan) while chilling the pastry either in the fridge or freezer. Chilling will keep the pastries´ shape better.
Bake them at 190C / 370F (no fan) for about 16 minutes or until the top is golden brown and the bottom is evenly baked. Then, continue with the next tray.
Let them slightly cool in the baking tray for 5 minutes then move them onto a cooling rack
Serve them fresh. Any leftover can be stored at room temperature for 2-3 days