Mix cream cheese, Dijon mustard, and parsley until smooth and spreadable.

Roll one sheet of puff pastry on a lightly floured surface to about 12 by 12 inches.

Spread half of the cream cheese mixture evenly over the pastry, leaving a small border.

Layer half of the ham and shredded cheddar evenly on top.

Roll the pastry tightly into a log.

Repeat with the remaining puff pastry and filling ingredients.

Wrap logs tightly and refrigerate for 30 to 60 minutes until firm.

Preheat the oven to 375°F and line a baking sheet with parchment paper.

Slice chilled logs into ½ inch rounds using a serrated knife.

Arrange pinwheels on the baking sheet, brush with egg wash, and bake 18 to 20 minutes until golden.

Cool slightly, transfer to a platter, and serve warm or at room temperature.