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Step 1
Arrange a rack in the middle of the oven and heat to 400°F. Line 2 baking sheets with parchment paper.
Step 2
Place the butter, garlic, parsley, cheese, and salt in a small bowl and mix to combine; set aside. In a separate small bowl, whisk together the egg and water; set aside.
Step 3
Unfold the puff pastry onto a lightly floured work surface. Spread the butter mixture evenly over the dough. Starting at a short side, roll up tightly like a jelly roll. Place the log in the freezer to chill for 10 minutes so that it's easier to slice.
Step 4
Using a sharp knife, cut the log crosswise into 1/2-inch-thick slices (about 20 slices). Place cut-side up on the baking sheets about 2 inches apart. Brush the tops with the egg wash.
Step 5
Bake until golden-brown, about 15 minutes. Remove from the oven and transfer the pinwheels to cooling racks to cool for 5 minutes before serving. Serve warm.