01 - Preheat oven to 400°F. Line a baking sheet with parchment paper for easy cleanup.
02 - On a lightly floured surface, roll or unfold the puff pastry into a rectangle measuring approximately 10 x 12 inches.
03 - Spread Dijon mustard evenly over the pastry surface, leaving a ½-inch border along one long edge for sealing.
04 - Arrange ham slices over the mustard-coated area. Distribute shredded cheddar cheese evenly, followed by fresh herbs and a pinch of black pepper.
05 - Beginning from the long edge opposite the border, roll the pastry tightly into a cylinder. Moisten the exposed border with water and press firmly to seal.
06 - Wrap the pastry log in plastic wrap and place in the freezer for 10 minutes. This step firms the dough for cleaner slicing.
07 - Whisk together the egg and milk or water until fully combined.
08 - Cut the chilled log into ½-inch thick rounds, yielding approximately 24 pinwheels. Arrange cut-side up on the prepared baking sheet with slight spacing between pieces.
09 - Brush the tops of each pinwheel generously with the prepared egg wash for golden browning.
10 - Bake for 16 to 18 minutes until the pastry is puffed and deeply golden brown.
11 - Transfer pinwheels to a wire rack and allow to cool for 5 minutes before serving.