Preheat your oven to 356°F (180°C)

Cook the bacon bits in a pan until crispy, about 5 minutes, then set aside to cool

Roll out the puff pastry on a clean, flat surface, and evenly spread the cooked bacon across the pastry

Sprinkle shredded cheese over the bacon generously

Roll the pastry into a log tightly to hold the fillings

Wrap the log in plastic wrap and refrigerate for about 15 minutes to make slicing easier

Remove the chilled log from the refrigerator and cut into 1 cm thick slices

Place the slices on a baking sheet lined with parchment paper

Brush each pinwheel with egg yolk for a golden finish

Bake for 20 minutes or until golden and puffed up.