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

Roll out the puff pastry on a lightly floured surface to smooth out any creases.

In a bowl, whisk together the eggs, milk, salt, and pepper.

Spread the egg mixture evenly over the puff pastry.

Sprinkle the crumbled bacon, shredded cheddar, crumbled feta, and sautéed spinach over the egg mixture.

Carefully roll the pastry into a log, starting from one of the long sides.

Slice the log into 12 equal pieces and place them cut-side up on the prepared baking sheet.

Brush the tops with the beaten egg to give them a nice golden color when baked.

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

Allow to cool slightly before serving. 

For a vegetarian version, simply omit the bacon and add more spinach or some sautéed mushrooms. If you prefer a spicier kick, try adding a pinch of red pepper flakes or a few dashes of hot sauce to the egg mixture. You can also experiment with different cheeses, like swapping cheddar for mozzarella or adding some grated Parmesan for extra flavor. These pinwheels can be made ahead and frozen; just reheat them in the oven before serving.