Heat oven to 375° F. Line two rimmed baking pans with foil, set baking racks in pans and lightly spray racks with nonstick spray.

On lightly floured surface, roll out one puff pastry sheet to roughly 8-by-12 inches. Brush top with egg and thinly spread 1/2 cup preserves over dough. Sprinkle evenly with 1 cup shredded cheese and 1 tablespoon rosemary, lightly pressing cheese mixture into dough. Fold short end of dough over to enclose cheese mixture and lightly roll to seal. Cut into 15 1/2-inch strips. Repeat with remaining puff pastry and ingredients.

Lay one slice bacon diagonally. Grab one strip of prepared dough by ends and place one end of dough strip horizontally at top end of bacon and roll bacon with dough downward, stretching dough strip while rolling. Place spiral-wrapped bacon twist on prepared rack and repeat.

Bake twists 35-45 minutes, or until pastry is browned and bacon crisp, rotating pans as needed for even cooking.

Let cool 5 minutes and gently use spatula to remove twists from racks. Serve warm or at room temperature.