Preheat oven to 400˚F (200˚C) and line two baking sheets with parchment or lightly grease.
In a small bowl, beat together the egg yolk and water.
In another small bowl, combine the oregano and garlic powder.
On a lightly floured surface, roll a defrosted sheet of puff pastry into a smooth, equal rectangle.
Brush 3 tablespoons (44 milliliters) of the pizza sauce over the lower half of the puff pastry sheet, leaving a 1/2 inch (1.25 centimeter) border around the edges.
Sprinkle evenly with half of the shredded mozzarella and half the parmesan. Brush the edges around the filling with the beaten egg yolk.
Fold the puff pastry in half over the filling, pressing down around the edges to seal.
Brush the top of the puff pastry with the beaten egg yolk.
Evenly top with half of the oregano garlic powder mixture.
Cut the sheet along the short side into 8 equal strips.
Twist each stick gently while holding the two sheets together and place on the prepared baking sheet.
Repeat with the other sheet of puff pastry and remaining ingredients.
Bake in preheated oven until puffed and golden, about 15-20 minutes.
Serve warm with additional pizza sauce for dipping.