Mix first four ingredients in a bowl.
Cut puff pastry crosswise in half to form two rectangles
Spread 1 tablespoon mustard over 1 puff pastry rectangle, leaving 1-inch plain border at 1 long edge.
Place half of pepperoni in single layer atop mustard.
Top pepperoni with half of cheese mixture.
Brush plain border with egg.
Starting at side opposite plain border, roll up pastry, sealing at egg-coated edge.
Transfer pastry roll, seam-side down to medium baking sheet.
Repeat with remaining pastry rectangle.
Chill rolls until firm or wrap and chill up to 1 day.
Preheat oven to 400°F.
Line 2 baking sheets with foil.
Lightly spray with oil.
Cut each pastry roll into 1/4 inch rounds.
Bake 15 minutes.
