I just used thinly sliced cheapo stuff, they were a bit fiddly at the "twisting" stage, I will make them again but do a sort of sandwich technique instead, thin puff pastry below, brush with beaten egg, bung on salmon, sprinkle with the cheese, season with black pepper (never needs salt) more thin puff pastry on top, cut into v. thin fingers, bake. Yesterdays one were following a recipe, and they had to be twisted. Cue much cursing and cheese chasing!
Funny how I only ever seem able to follow a recipe once, I then end up adapting it! 