Preheat your oven to 200°C (400°F) and line a baking sheet with parchment paper.

Roll out the puff pastry sheet into a rectangle approximately 10x14 inches.

Spread Dijon mustard evenly over the puff pastry, leaving a small border around the edges.

Lay the ham slices evenly over the mustard-covered pastry and sprinkle with shredded cheese and black pepper.

Roll the pastry from one long edge into a tight log and pinch the seam to seal it.

Cut the rolled pastry log into 12 slices, each about 1 cm (½ inch) thick, and arrange cut-side up on the baking sheet.

Combine one egg with one tablespoon of milk in a small bowl and whisk together, then apply over the tops of the swirls using a pastry brush.

Bake for 12 to 15 minutes until golden brown and aromatic.

Cool slightly on the baking sheet before serving warm.