Thaw puff pastry by allowing it to sit at room temperature for 40-45 minutes, or in the refrigerator overnight before you start cooking.

Heat oven to 400°F. Tear prosciutto into pieces and, if not already shredded, shred Gruyere cheese with a cheese grater.

Unfold puff pastry sheets once they are pliable enough to handle. On a lightly floured flat surface, roll sheets out just slightly with a rolling pin. Do not roll them out completely - just enough to roll out the creases.

Pierce each puff pastry with a fork 10-12 times to prevent the sheet from puffing up as it bakes. This enables the pinwheels to stay together, so don't skip this step.

Add shredded Gruyere to each pastry sheet and layer with half of the prosciutto on each sheet. Both the cheese and meat should reach the edges of the pastry.

Roll each pastry sheet into a tight log shape.

Cut each sheet into 12-14 slices about a ½-inch thick.

Spray baking sheet with cooking spray. Place each slice cut-side down on the baking sheet. You can bake in 2 batches, or all at once with 2 separate baking sheets.

Beat together egg and water in a small bowl. Brush each pinwheel with the egg wash.

Finally, place the baking sheet in the oven and bake 16-18 minutes or until the tops are golden brown. Remove when finished, let cool, and garnish with lemon zest and fresh herbs. Enjoy!