Preheat your oven to 180°C (350°F) and line a baking sheet with parchment paper. Unroll the puff pastry sheet onto a clean surface.
Spread the softened cream cheese evenly over the entire surface of the pastry, leaving a small border around the edges.
Layer thin slices of smoked salmon over the cream cheese, covering most of the pastry.
Arrange thin cucumber slices evenly over the salmon, then sprinkle chopped dill and lemon zest over the top for bright, fresh flavor.
Starting from one edge, tightly roll the pastry into a log, applying gentle pressure to keep the filling inside.
Use a sharp serrated knife to cut the rolled pastry into 1-inch thick slices.
Arrange the slices cut side up on the prepared baking sheet, spacing them slightly apart.
Brush the tops of each pinwheel with the beaten egg to promote a golden, shiny finish.
Bake in the preheated oven for 15-20 minutes, or until the pinwheels are puffed and golden brown.
Remove from the oven and let cool slightly on the baking sheet for a few minutes, until the filling sets and the aroma is inviting.
Serve warm or at room temperature, garnished with additional dill if desired. Enjoy these flaky, flavorful pinwheels as a chic appetizer or snack.