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Preheat oven to 200C/180C fan/gas 6. Unroll the pastry onto a lightly floured surface and roll it out to 40 x 32cm. Spread a layer of pasta sauce over it, leaving a 1cm border around the edges. Arrange the ham evenly on top, then scatter the grated cheese over.
Starting at one of the short ends, roll the pastry up as tightly as possible. Chill in the fridge for 10 minutes or so.
Take a very sharp knife and cut the roll into 12 equal slices, laying them flat on 2 non-stick baking trays as you go. Brush each pinwheel lightly with beaten egg and sprinkle over the herbs. Bake for 12-15 minutes until puffed and golden. Leave to stand for 5-10 minutes before serving.