01 - Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
02 - On a lightly floured surface, roll out the puff pastry into a rectangle approximately 12 by 9 inches.
03 - Evenly spread the Dijon mustard over the surface of the puff pastry. Layer the ham slices uniformly over the mustard, followed by a slice of cheese on top of each ham slice.
04 - Divide the pastry into 8 equal strips, each about 1.5 inches wide. Tightly roll each strip from the short end to create pinwheels.
05 - Place the roll-ups seam-side down on the prepared baking sheet. Brush each roll-up with the beaten egg.
06 - Bake for 13 to 15 minutes, or until the roll-ups are golden brown and puffed.
07 - While the roll-ups are baking, combine the cherry preserves, balsamic vinegar, thyme (if using), and a pinch of salt in a small saucepan over low heat. Stir continuously until the glaze is smooth and slightly thickened, approximately 3 to 4 minutes.
08 - Allow the baked roll-ups to cool slightly. Drizzle with the warm cherry glaze before serving.