Preheat oven to 400 degrees. Lightly grease cookie sheet.
In medium bowl combine ham, pepperoni, bacon, mozzarella and Monterey Jack. Spread each pastry puff with 1/2 the mixture. With the longest side horizontally in front of you roll away from you as tight as you can. Cut into approximately 3/4 inch wide rounds. Place on baking sheet and brush with beaten egg.