Preheat the oven to 400°F; spray a large non-stick baking sheet with cooking spray (or line with parchment paper).
In a small bowl, mix the cheese, chili powder, and cumin.
Place the sheets of phyllo on a flat surface and cover them with a damp towel.
Remove the first sheet and coat with cooking spray. Sprinkle 2 teaspoons of the cheese mixture on the sheet.
Add another sheet and coat that with cooking spray and 2 teaspoons of cheese, too.
Keep going until you have a total of 4 sheets stacked on top of each other.
Lightly roll over the sheets with a rolling pin to press them (and the cheese) together.
Using a serrated knife, cut into 8 strips and transfer those to the baking sheet.
Repeat steps 4 through 8 with the rest of the phyllo dough.
Bake until the cheese straws are crisp and golden (8 to 10 minutes).