Beat the cream cheese until smooth, then fold in the diced jalapenos, bacon, and cheddar.

Preheat the oven to 400°F and line a baking sheet with parchment paper.

Unroll the puff pastry on a floured surface into a 9x12 inch rectangle.

Spread the cream cheese mixture evenly over the pastry, leaving a 1/2 inch bare border on one long edge.

Roll the pastry into a tight log starting from the edge opposite the bare border, ending seam-side down.

Wrap in plastic wrap and chill for 20 minutes, until firm enough to slice cleanly; this filling is softer than the others, so give it the extra few minutes.

Slice into 3/4 inch rounds with a serrated knife and place cut-side up on the baking sheet.

Brush the tops with beaten egg.

Bake for 18 to 22 minutes, until deep golden brown and the filling is bubbling.

Cool on the pan for 8 minutes before moving to a platter; the filling needs this rest to stop oozing when bitten.