Preheat the oven to 400°F.
Remove the puff pastry from boxes. Bring the puff pastry dough pieces to room temperature.
Put the spinach, paprika, onion powder, salt, pepper in a food processor and mix well.
Flour the counter, lay out 3 rectangles of puff pastry dough on top of each other, sprinkle flour on top and roll into a 10-12" rectangular shape with a rolling pin.
Do the same for the 3 other puff pastry sheets on another section of countertop.
Cut each rectangle into a tall triangle with a knife or dough cutter. (Try and resemble a Christmas tree!)
Place the 1st triangle stack on a baking tray lined with parchment paper.
Spread the spinach paste on top, then sprinkle the grated cheddar cheese & about 2/3 of the Parmesan.
Cover with the other triangular piece of dough.
Seal the edges together by pressing the dough closed with your fingers.
Make 1" to 4" cuts on the sides of the tree, then twist the dough. Repeat cuts from the top of the tree down, on each side.
Mix the egg yolk well with 1 tablespoon of water and brush it all over the top of the dough.
Sprinkle with sesame seeds & remaining Parmesan cheese.
Bake in a 400°F oven until golden brown, about 8-10 minutes. Serve warm.