01 - Preheat oven to 400°F. Line a baking sheet with parchment paper.
02 - On a lightly floured surface, roll out puff pastry into a rectangle approximately 10 x 12 inches.
03 - Evenly spread Dijon mustard over pastry surface, leaving a ½ inch border on one long edge.
04 - Arrange ham slices over mustard, sprinkle with shredded cheddar cheese and chopped herbs, season with black pepper.
05 - Roll pastry tightly starting from the long edge opposite the border, seal edge with water.
06 - Wrap log in plastic wrap, freeze for 10 minutes to firm up for clean slicing.
07 - Whisk egg with milk or water until combined.
08 - Cut 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 16-18 minutes until puffed and golden brown.
11 - Transfer to wire rack to cool slightly before serving.