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 to a rectangle approximately 10 x 12 inches.
03 - Evenly spread the Dijon mustard over the pastry surface, leaving a ½ inch border on one long edge.
04 - Arrange ham slices over the mustard layer. Sprinkle evenly with shredded cheddar cheese and chopped herbs. Season with freshly ground black pepper to taste.
05 - Starting from the long edge opposite the border, roll the pastry tightly into a log shape. Seal the edge with a small amount of water.
06 - Wrap the pastry log in plastic wrap and place in freezer for 10 minutes to firm up for cleaner slicing.
07 - Whisk together the egg and milk or water until thoroughly combined.
08 - Cut the chilled log into ½ inch thick slices, yielding approximately 24 pinwheels. Place cut-side up on prepared baking sheet with slight spacing between pieces.
09 - Brush the tops of each pinwheel with the egg wash mixture using a pastry brush.
10 - Bake for 16 to 18 minutes until pastry is puffed and golden brown.
11 - Transfer pinwheels to a wire rack to cool slightly before serving warm or at room temperature.