On a floured work surface, roll out the puff pastry to a 10 1/2-by-15-inch rectangle; halve lengthwise. Top the halves with the prosciutto and Fontina, leaving a 1/2-inch border along the far edge of each piece. Season with pepper. Starting at the near edge, tightly roll the halves of pastry into logs. Brush the borders with the egg wash and pinch to seal. Transfer the logs to a large baking sheet and freeze for 30 minutes until firm.

Line 2 large baking sheets with parchment paper. Working with 1 log at a time, trim the uneven ends. Cut the log crosswise 1/4 inch thick. Set the pinwheels 2 inches apart on the baking sheets. Freeze until firm. Preheat the oven to 375 degrees. Bake the pinwheels for 20 minutes, until golden. Cut the remaining logs, then freeze, and bake the pinwheels; serve.

The frozen sliced pinwheels can be transferred to a resealable plastic bag and frozen for up to 1 month.