Prepare the Filling: In a medium mixing bowl, combine the softened cream cheese, whole-berry cranberry sauce, finely chopped pecans, chopped rosemary, orange zest, black pepper, and a pinch of salt. Mix with a spatula until everything is evenly incorporated. Try not to overmix.

Unroll and Spread: Carefully unroll your sheet of puff pastry onto a lightly floured surface or leave it on the parchment paper it came with. Spread the cranberry and cream cheese mixture evenly over the entire surface, leaving a small 1cm border along one of the long edges.

Roll it Up: Starting from the long edge without the border, tightly roll the pastry into a log. Be firm but gentle to avoid squashing the pastry. When you reach the end, dab the border with a little water or some of the beaten egg to help it seal shut.

Chill the Log: This step is crucial. Wrap the pastry log tightly in cling film. I find that twisting the ends of the cling film helps to compact the log and make it perfectly round. Place it in the refrigerator to chill for at least 30 minutes, or in the freezer for 15 minutes. This firms up the filling and pastry, making it much easier to slice.

Preheat and Slice: Towards the end of the chilling time, preheat your oven to 200°C (180°C Fan). Line a large baking tray with baking parchment. Unwrap the chilled log and, using a very sharp knife, slice it into rounds about 1.5cm (just over 1/2 inch) thick. You should get between 20-24 slices.

Arrange and Bake: Place the pinwheels flat on the prepared baking tray, leaving a little space between each one as they will puff up. Brush the tops and sides lightly with the beaten egg. This gives them a beautiful, glossy golden finish.

Bake to Perfection: Bake in the preheated oven for 18-22 minutes, or until the pastry is puffed up, a deep golden brown, and the filling is bubbling slightly at the edges.

Cool Slightly: Let the pinwheels cool on the baking tray for 5 minutes before transferring them to a wire rack. They are delicious served warm.