Heat oven to 375°.
Mix sugar and margarine; stir in cheese.
Stir in remaining ingredients except egg.
Roll dough by teaspoonfuls into sticks, about 3 1/2 x 1/2 inch.
Place on lightly greased cookie sheet.
Press sticks lightly to flatten.
Brush with egg.
Bake until light brown around edges, 8 to 10 minutes.
Immediately remove from cookie sheet.
Cool on wire racks.