Twisting sheets as a strategy to form yarns with nested structure lacks scientific guiding principles but relies on millennia of human experience in making catguts, food packaging, and redeployable fabric wearables. We formulate a tensional twist-folding route to making yarns with prescribed folded, scrolled, and encapsulated architectures by remote boundary loading. By harnessing micro-focus x-ray scanning to noninvasively image the fine internal structure, we show that a twisted sheet follows a surprisingly ordered folding transformation as it self-scrolls to form structured yarns. As a sheet is twisted by a half-turn, we find that the elastic sheet spiral accordion folds with star polygon shapes characterized by Schlafli symbols set by the primary instability. A scalable model incorporating dominant stretching modes with origami kinematics explains not only the observed multilayered structure, torque, and energetics, but also the topological transformation into yarns with prescribed crosssections through recursive folding and twist localization. By using hyperelastic materials, we further demonstrate that a wide range of structures can be readily redeployed, going well beyond other self-assembly methods in current broad use.