Preheat your oven to 400°F (200°C).

In a skillet over medium heat, add the olive oil. Once warm, add minced garlic and sauté for about 30 seconds.

Add the finely chopped mushrooms, salt, pepper, and thyme. Cook until the mushrooms are tender and have released their moisture (about 5-7 minutes).

Remove the skillet from heat and stir in your choice of shredded cheese until it melts slightly from the residual heat.

Lightly flour your work surface and roll out the puff pastry sheet, cutting it into rectangles if desired.

Spoon the mushroom and cheese mixture onto the puff pastry, spreading it evenly while leaving a bit of space at the edges.

Gently roll up the pastry from one end to the other and slice the roll into 1-inch thick pinwheels.

Place the pinwheels on a baking sheet lined with parchment paper and brush the tops with the beaten egg.

Bake for 15-20 minutes, or until they puff up and turn golden brown.

Let them cool for a few moments, then serve warm.