1. Place racks in upper and lower parts of oven and heat to 400 degrees. Line two baking sheets with parchment and set aside.
2. In a small bowl, whisk egg, mustard, and thyme until blended and set aside. Add flour, salt, pepper, and sugar to the bowl of a food processor and pulse until combined, about three times. Add cheese and process until mixture resembles cornmeal, about 40 seconds. Add butter and pulse until pea-size pieces form, about five times. Add egg mixture and pulse until dough forms a ball, about five more times. (If dough seems dry, add ice water 1 tablespoon at a time, pulsing to combine.) Divide dough in half; wrap one half in plastic, and refrigerate.
3. Lightly coat work surface with flour. Roll remaining dough half into a 12x12" square, then trim to form straight edges (reserve and refrigerate scraps if desired). Using a pizza wheel or sharp knife, cut dough into 1/2"-thick strips, then gently twist strips to form cheese straws. Transfer to prepared baking sheets, spacing straws about 1/2" apart.
4. Bake straws, rotating and switching baking sheets midway through, until crispy and golden brown, 10 to 12 minutes. Cool 5 minutes on baking sheets, then remove straws and let baking sheets cool 10 minutes before repeating with remaining dough. If desired, roll out reserved scraps for a third batch. Store cheese straws in an airtight container for up to two days, taking care when packing them as they are rather fragile.
Source: Hannaford fresh Magazine, October - November 2019