Preheat oven to 350 degrees. Prepare a baking sheet with nonstick cooking spray.
On a flat surface, lay out a puff pastry sheet. Sprinkle with shredded cheese and top with prosciutto slices. Add the other puff pastry sheet, and brush with egg wash. Cut into strips and twist each strip into a curly shape. Transfer to prepared baking sheet. Sprinkle with sea salt and thyme. Bake for 15 minutes. Arrange twists, evenly positioning them to stretch from the sandwiches to the guacamole field.