Preheat the oven to 400ºF and line a baking sheet with parchment paper or a Silpat.
Remove the puff pastry sheets from the freezer and allow them to thaw completely.
Place one sheet of the puff pastry on a lightly floured surface and use a rolling pin to roll it until it stretches to approximately a 14-inch square.
Brush the puff pastry with the melted butter and sprinkle it with half of the shredded cheese. Use the rolling pin to press the cheese firmly into the dough.
Using a sharp knife or pizza wheel, cut the dough into 12 strips.
Shape each strip into a pretzel and then place the pretzels onto the lined baking sheet.
Gather the excess cheese that has fallen off and sprinkle it atop the pretzels.
Repeat the rolling, topping and shaping process with the second sheet of puff pastry.
Bake the pretzels for about 10 minutes, or until golden brown.
Remove the pretzels from the oven and serve with mustard or fig preserves.