Twisting sheets as a strategy to form functional yarns relies on millennia of human practice in making catguts and fabric wearables, but still lacks overarching principles to guide their intricate architectures. We show that twisted hyperelastic sheets form multilayered self-scrolled yarns, through recursive folding and twist localization, that can be reconfigured and redeployed. We combine weakly nonlinear elasticity and origami to explain the observed ordered progression beyond the realm of perturbative models. Incorporating dominant stretching modes with folding kinematics, we explain the measured torque and energetics originating from geometric nonlinearities due to large displacements. Complementarily, we show that the resulting structures can be algorithmically generated using Schl\"afli symbols for star-shaped polygons. A geometric model is then introduced to explain the formation and structure of self-scrolled yarns. Our tensional twist-folding framework shows that origami can be harnessed to understand the transformation of stretchable sheets into self-assembled architectures with a simple twist.