Thaw puff pastry sheets according to package directions (about 40 minutes).
Preheat oven to 400*F
Gently unfold the pastry sheets onto a floured work surface.
In a small bowl beat the egg and water with a fork until combined. Brush one sheet of the pastry with the egg wash.
Combine the sugar and cinnamon, then sprinkle about 1 tablespoon of the mixture onto the pastry that has just had the egg wash added.
Add the chopped pecans, then another tablespoon of cinnamon sugar, try to distribute evenly all over the pastry sheet.
Brush the second sheet of puff pastry with egg wash, then put the egg side down on top of the pecan/cinnamon/sugar pastry. Use a rolling pin to roll on top of the pastry sheets and seal the two sheets together.
Use a pizza cutter to slice the pastry into strips about 1 inch wide. You can make short strips (as pictured) or long (full sheet) size.
Move the strips to a parchment paper lined baking sheet and twist twice, then press the ends down onto the baking sheet.
Gently brush the twists with egg wash and top with the remaining cinnamon-sugar mixture.
Bake one baking sheet at a time in a pre-heated 400*F oven for about 10-12 minutes. When they are golden brown and puffy (after 10-12 minutes), remove from oven and use tongs to flip over the twists, then return to the oven for another 2 minutes or so.
Allow to cool slightly, then enjoy!
Sprinkle with powdered sugar if desired.
These twists could be served as an appetizer, as a brunch item with coffee, or with a bowl of vanilla ice cream and caramel sauce for dessert.