Prepare the Filling: In a medium bowl, combine the softened cream cheese, shredded cheddar cheese, crumbled bacon, chopped green onions, garlic powder, black pepper, and Worcestershire sauce. Mix until everything is evenly incorporated. Make sure the cream cheese is fully softened to avoid lumps.
Assemble the Pinwheels: Carefully unroll the thawed puff pastry sheet onto a lightly floured surface. Gently roll it out slightly to smooth any creases. Spread the cream cheese mixture evenly over the surface of the puff pastry, leaving about a 1/2-inch border along one of the long edges.
Roll and Chill: Starting from the long edge opposite the clean border, tightly roll the puff pastry into a log. The clean border will help seal the edge. Wrap the log tightly in plastic wrap. For the best results and to ensure your pinwheels hold their shape, you must chill the log in the refrigerator for at least 60 minutes, or in the freezer for 30 minutes. This step is crucial for clean cuts.
Slice the Pinwheels: Preheat your oven to 400°F (200°C) and line a large baking sheet with parchment paper. Unwrap the chilled log and place it on a cutting board. Using a sharp serrated knife, slice the log into rounds about 1/2-inch thick. You should get around 20-24 pinwheels. Arrange the slices cut-side down on the prepared baking sheet, about an inch apart.
Bake to Golden Perfection: Brush the tops and sides of each pinwheel with the beaten egg wash. This will give them a beautiful golden-brown color and shine. Bake for 15-20 minutes, or until the pastry is puffed and golden brown. You'll know the pinwheels are done when the cheese is bubbly and the edges are beautifully browned. Let them cool on the baking sheet for a few minutes before transferring to a wire rack. Serve warm.