Step 1: Preheat oven to 200°C/180°C fan forced and line a baking tray with baking paper. Spread one sheet of puff pastry with Vegemite and sprinkle with the cheddar and brush the remaining sheet of pastry with some egg and then place, egg side down, on top of cheese and press to seal.
Step 2: Cut the pastry stack into 12 strips and join the short ends of 2 strips and press to seal and then twist into a pretzel shape, pressing ends together to secure and then place on prepared tray and repeat to make 6 pretzels in total and brush with egg and bake for 15-20 minutes or until golden and puffed.
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