Preheat your oven to 200 degrees (fan forced) and line two trays with baking paper.
Cut the bacon into small pieces and set aside until needed.
Place the two sheets of puff pastry which have partially thawed, onto your kitchen bench and brush the top and bottom edges lightly with the beaten egg.
Sprinkle half of the bacon pieces over each sheet of pastry, leaving a 1cm border around all of the edges. Sprinkle all of the tasty cheese and parmesan cheese over the bacon pieces along with half of the mozzarella cheese 1/4 cup sprinkled over each pastry sheet.
Carefully roll up the pastry, starting at the bottom with the edge brushed with egg, and roll to enclose the filling. Repeat.
Place both of the rolled up sheets of pastry into the fridge for 15 minutes to firm.
Remove the pastry from the fridge and cut each roll into 8 equal pieces. Place each pinwheel onto your prepared baking trays.
Brush a little of the beaten eggs over each pinwheel and sprinkle the with the remaining mozzarella cheese.
Place the Bacon and Cheese Pinwheels into the oven to cook for 12 - 15 minutes or until they are puffed and golden.