01 - Preheat oven to 400°F. Line a baking sheet with parchment paper.
02 - On a lightly floured surface, unroll or roll puff pastry into a rectangle approximately 10 x 12 inches.
03 - Spread Dijon mustard evenly over pastry surface, leaving a ½ inch border on one long edge.
04 - Arrange ham slices over mustard. Sprinkle cheddar cheese and chopped herbs evenly. Add black pepper to taste.
05 - Starting from the long edge opposite the border, roll pastry tightly into a log. Seal edge with water.
06 - Wrap log in plastic wrap. Freeze for 10 minutes to firm up for cleaner slicing.
07 - Whisk together egg and milk or water until combined.
08 - Cut chilled log into ½ inch thick pinwheels (approximately 24 pieces). Place cut-side up on prepared baking sheet with slight spacing.
09 - Brush tops of pinwheels with egg wash mixture.
10 - Bake for 16 to 18 minutes until puffed and golden brown.
11 - Transfer to wire rack. Cool slightly before serving warm or at room temperature.