Preheat oven to 400F. Line a baking sheet with a Silpat or spray with cooking spray; set aside.
Place cheese stick about 1 inch from the margin of the wrapper, fold the sides in, and roll up as tightly as possible. Place the bundle seam side down on baking tray.
Optionally, very lightly spray or brush with olive oil.
Bake for 10 to 12 minutes and remove tray from oven.
Optionally, spray/brush with additional olive oil and flip stick to ensure it browns evenly on both sides.
Return to oven and bake for about 5 to 8 additional minutes, or until golden brown or done to taste. Of the 8 sticks I made, 1 stick had cheese burst through the center of the wrapper, a little 'explosion' from the internal pressure as the temperature rose and the cheese melted. Keep an eye on your sticks in the final moments of baking, and if you notice any leaking or bursting, remove from oven immediately.
Sticks are best warm and fresh; serve immediately. I served with marinara sauce; use your favorite dipping sauce or none at all.