Preheat your oven to 200 degrees (fan forced) and line two trays with baking paper.
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.
Spread half of the pesto over each sheet of pastry, leaving a 1cm border around all of the edges.
Sprinkle half of the crumbed feta cheese, parmesan cheese, mozzarella cheese and baby spinach leaves over each sheet of pastry.
Carefully roll up each slice of pastry, starting at the bottom with the edge brushed with egg, and roll to enclose the filling.
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
Place the Spinach Pesto and Feta Pinwheels into the oven to cook for 12 - 15 minutes or until they are puffed and golden.