01 - Preheat oven to 400°F. Line a baking sheet with parchment paper.
02 - On a lightly floured surface, unroll or roll out the puff pastry into a rectangle approximately 10 x 12 inches.
03 - Evenly spread Dijon mustard over the pastry, leaving a ½ inch border on one long edge.
04 - Layer ham slices over mustard, sprinkle with cheddar cheese and chopped herbs, and add pepper to taste.
05 - Starting from the long edge opposite the border, tightly roll pastry into a log, sealing edge with water.
06 - Wrap log in plastic and freeze for 10 minutes to firm for easier slicing.
07 - Whisk egg with milk or water until combined.
08 - Cut chilled log into ½ inch thick slices (approximately 24 pieces). Arrange cut-side up on prepared baking sheet, spaced slightly apart.
09 - Brush tops of pinwheels with egg wash.
10 - Bake for 16–18 minutes until puffed and golden brown.
11 - Transfer to wire rack to cool slightly before serving.