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 10 x 12 inch rectangle.
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 herbs, then season with black pepper.
05 - Tightly roll pastry from the opposite long edge into a log, sealing edge with water.
06 - Wrap log in plastic and freeze for 10 minutes to firm for easier slicing.
07 - Whisk egg with milk or water until combined.
08 - Cut log into ½ inch thick slices, making about 24 pinwheels. Place cut-side up on baking sheet, spaced apart.
09 - Brush tops generously with egg wash mixture.
10 - Bake for 16 to 18 minutes until puffed and deeply golden brown.
11 - Transfer to wire rack to cool slightly before serving warm or at room temperature.