Place 1 pastry sheet on a work surface.

Spread half of the champagne mustard evenly over the pastry.

Combine parmesan cheese, dried oregano, and garlic powder in a bowl.

Sprinkle half of the cheese mixture over the mustard.

Arrange half of the prosciutto slices evenly over the cheese mixture.

Lightly press the prosciutto into the cheese mixture.

Roll both long sides of the pastry sheet in until they meet in the middle, forming a roll.

Repeat the above steps with the second pastry sheet and remaining ingredients.

Cover both rolls and chill in the refrigerator for at least 30 minutes.

Cut the chilled rolls crosswise into 1/2-inch slices.

Place the slices on a lightly greased baking sheet, ensuring they resemble a figure 8 once sliced and laying flat.

Brush the tops of the slices with lightly beaten egg.

Bake in a preheated oven at 350F (175C) for 25 minutes, or until puffed and golden brown.

Serve the pinwheels warm or at room temperature.