Step 1

Preheat the oven to 375 degrees F. Line 2 baking sheets with parchment paper.

Step 2

Cook the bacon in a large skillet over medium-high heat until crispy, 5 to 8 minutes. Remove to a paper towel-lined plate to drain and allow to cool slightly, then finely chop. Set aside.

Step 3

In a small bowl, stir together the cream cheese and scallions. Season with salt and pepper.

Step 4

Unfold the pastry sheets on a lightly floured work surface. Lightly roll each piece of pastry into a 10-inch square. Spread the cream cheese mixture over the entire surface of each piece of pastry, leaving a slight border around the edges. Sprinkle the Cheddar and bacon in an even layer over the top of the cream cheese mixture. Tightly roll each pastry sheet into a log (jelly roll style), then pinch the seam closed and place seam-side down on the work surface.

Step 5

Using a sharp knife, cut both logs crosswise into 12 pinwheels each, approximately 1 inch thick. Transfer 12 pinwheels to each prepared baking sheet, spiral-side up. In a small bowl, whisk the egg and 1 tablespoon water until combined to make an egg wash. Brush the tops and sides of the pinwheels with the egg wash.

Step 6

Bake the pinwheels until puffed and golden, 25 to 30 minutes. Serve warm.