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