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 the Dijon mustard over the pastry, leaving a ½ inch border on one long edge.
04 - Arrange the ham slices over the mustard, then sprinkle with cheddar cheese and chopped herbs. Season with black pepper.
05 - Starting from the long edge opposite the border, tightly roll the pastry into a log. Seal the edge with a small amount of water.
06 - Wrap the log in plastic wrap and freeze for 10 minutes to firm up for easier slicing.
07 - Whisk together the egg and milk or water until combined.
08 - Cut the chilled log into ½ inch thick pinwheels (approximately 24 pieces). Place cut-side up on the prepared baking sheet, spacing slightly apart.
09 - Brush the tops of each pinwheel with the egg wash mixture.
10 - Bake for 16 to 18 minutes until puffed and golden brown.
11 - Transfer to a wire rack to cool slightly before serving warm or at room temperature.