Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.

In a skillet, heat olive oil over medium heat. Add chopped spinach and cook until wilted, about 2-3 minutes.

Season with salt and black pepper.

Unroll the puff pastry sheet on a lightly floured surface. Spread the cooked spinach evenly over the pastry.

Sprinkle crumbled feta cheese over the spinach layer.

Starting at one end, carefully roll up the puff pastry sheet into a log.

Cut the log into 1/2-inch slices and place them on the prepared baking sheet.

Brush the beaten egg over the tops of the pinwheels to give them a golden finish.

Bake in the preheated oven for 15-20 minutes, or until the pinwheels are golden brown and puffed.

Remove from the oven and let them cool slightly before serving.