Preheat the oven to 400°F (200°C). Line a baking sheet with parchment paper.

Prepare the filling: beat the softened cream cheese until smooth. Fold in the crumbled feta, chopped dried cranberries, honey or marmalade, chopped chives, toasted nuts (if using), orange zest (if using), and a pinch of black pepper. Mix until spreadable but not runny.

Unfold the thawed puff pastry on a lightly floured surface. Gently roll into an approximately 10×12-inch rectangle to relax the dough.

Spread the filling evenly over the pastry, leaving a 1/2-inch border along one long edge so the roll seals cleanly.

Starting from the long side with the filling, roll the pastry into a tight log. Pinch the seam to seal and tuck the ends under for tidy edges.

Chill the roll in the refrigerator for 10–15 minutes (or up to 30 minutes) to firm up for cleaner slicing.

Using a sharp knife, slice the chilled log into 12–14 pieces about 3/4–1 inch thick. Arrange the pinwheels cut-side up on the prepared baking sheet, spacing about 1 inch apart.

Brush each pinwheel with the beaten egg wash and, if desired, sprinkle a few extra chopped nuts or a pinch of sea salt on top.

Bake for 15–20 minutes, rotating the pan halfway through, until the pinwheels are puffed and golden at the edges.

Cool on the baking sheet for 5 minutes, then transfer to a wire rack. Serve warm or at room temperature.