I have also made this with turkey slices and cheddar cheese. You can be creative with the filling.
1 Sheet Puff Pastry, thawed
1 Large Egg, beaten lightly
2 Ounces thinly sliced Prosciutto
1 Red Pepper, roasted, peeled and seeded, sliced 1-inch thick (you can also buy a can of roasted peppers, pat the peppers dry and slice)—See recipe for roasted peppers below.
Preheat oven to 400
On a lightly floured surface arrange pastry sheet with the short side facing you and cut it in half
Arrange a half of the sheet with the long side facing you and brush edge of far side with some egg.
Put 1/2 of the prosciutto evenly on top of the pastry, avoiding egg-brushed edge.
Put 1/2 of the pepper strips on top of prosciutto
Starting with the side nearest you, roll pastry and wrap in plastic. Make the other log in the same way.
Refrigerate with seam sides down, until firm, at least 20 minutes
Cut logs into 1/2 inch-thick slices and arrange cut side down, on parchment lined baking sheet
Bake Pinwheels in batches until golden about 14-16 minutes.
How to Roast a pepper
Put pepper on a cookie sheet (do not line with parchment as it will burn)
Brush with a little olive oil
Broil the pepper in oven till pepper is charred on all sides, you will need to turn it during cooking
Remove from oven
Put pepper into a plastic zip bad, remove the air, and close for 5-10 minutes
After 10 minutes remove from bag and peal the pepper
Remove the seeds and chop
This can also be done on a gas grill outside over high flame (same process