Mix first 4 ingredients in medium bowl. Cut puff pastry crosswise in half to form 2 rectangles. Spread 1 tablespoon mustard over 1 puff pastry rectangle, leaving 1-inch plain border at 1 long edge. Place half of pepperoni in single layer atop mustard. Top pepperoni with half of cheese mixture. Brush plain border with egg. Starting at side opposite plain border, roll up pastry, sealing at egg-coated edge. Transfer pastry roll, seam side down, to medium baking sheet. Repeat with remaining pastry rectangle, mustard, pepperoni, cheese mixture, and egg. Chill rolls until firm, about 30 minutes, or wrap and chill up to 1 day.
Preheat oven to 400°F. Line 2 baking sheets with foil. Lightly spray with vegetable oil spray. Cut each pastry roll into about thirty 1/4-inch-thick rounds. Transfer pinwheels to prepared sheets. Bake until golden, about 15 minutes. Transfer to platter; serve.