01 - Preheat oven to 400°F. Line a baking sheet with parchment paper and set aside.
02 - On a lightly floured surface, roll out the puff pastry into a rectangle approximately 10 x 12 inches.
03 - Spread Dijon mustard evenly over the pastry surface, leaving a ½ inch border on one long edge.
04 - Arrange ham slices over mustard, then sprinkle with shredded cheddar, chopped herbs, and black pepper.
05 - Starting from the long edge opposite the border, roll pastry tightly into a log. Seal edge with water and wrap in plastic.
06 - Freeze wrapped log for 10 minutes to firm up, ensuring clean slices.
07 - Whisk egg with milk or water until thoroughly combined.
08 - Cut log into ½ inch thick pinwheels, yielding approximately 24 pieces. Place cut-side up on prepared baking sheet with slight spacing.
09 - Brush tops of pinwheels generously with egg wash mixture.
10 - Bake for 16 to 18 minutes until puffed and golden brown. Transfer to wire rack for brief cooling before serving.