Preheat oven to 380 degrees F. Cover a large baking sheet with parchment paper.
Season shrimp with salt, pepper and seasoning.
Roll out the pastry dough and cut into 1 cm wide strips.
Starting at the top, wind one pastry strip around one shrimp, slightly overlapping the pastry and ending just before the tail. Repeat with each shrimp.
Place shrimp onto the baking sheet. Beat the egg in a small bowl with a fork, to make egg wash. Brush the shrimp pastry with egg wash.
Bake for about 12 min, or until golden brown. Do not overcook.