Heat the oven to 400°F (200°C). Line a baking sheet with parchment paper and unfold the cold, thawed pastry on a lightly floured surface.
Mix the cream cheese, finely chopped ham, and cheddar until evenly combined.
Spread the filling over half of the pastry, leaving a narrow border. Fold the pastry over and press gently to flatten.
Cut into 1-inch-wide strips. Twist each strip several times and place on the baking sheet with space between them.
Bake for 18 to 22 minutes, until puffed and deeply golden. Let rest 5 minutes before serving.