Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
On a lightly floured surface, roll out the puff pastry sheet to smooth any creases.
In a bowl, whisk together the scrambled eggs, milk, salt, and pepper.
Spread the scrambled eggs evenly over the puff pastry, leaving a small border around the edges.
Sprinkle the crumbled bacon and shredded cheddar cheese over the eggs.
Roll the pastry tightly into a log, starting from one of the longer sides.
Slice the log into 1-inch thick pinwheels and place them on the prepared baking sheet.
Brush the tops of the pinwheels with the beaten egg to ensure a golden finish.
Bake in the preheated oven for 15-20 minutes or until the pastry is golden brown and puffed.
Allow to cool slightly before serving, garnished with chopped chives if desired.
Variations & Tips

For a vegetarian version, omit the bacon and add sautéed spinach or mushrooms. You can also experiment with different cheeses like mozzarella or pepper jack for a different flavor profile. If you prefer a spicier kick, add a pinch of red pepper flakes or a dash of hot sauce to the scrambled eggs. For a more indulgent option, consider adding a layer of cream cheese before rolling the pastry.