01 - Preheat oven to 400°F. Line a baking sheet with parchment paper.
02 - On a lightly floured surface, roll out the puff pastry into a rectangle approximately 10 x 12 inches.
03 - Spread the Dijon mustard evenly 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. Add freshly ground black pepper to taste.
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 place in the freezer for 10 minutes to firm up for easier slicing.
07 - Whisk together the egg and milk or water until combined to create the egg wash.
08 - Cut the chilled log into ½-inch thick pinwheels, yielding approximately 24 pieces. Place them cut-side up on the prepared baking sheet with slight spacing between each.
09 - Brush the tops of each pinwheel with the egg wash using a pastry brush.
10 - Bake for 16 to 18 minutes until the pastry is puffed and golden brown.
11 - Transfer the pinwheels to a wire rack to cool slightly before serving warm or at room temperature.