Cut puff pastry in half to form 2 rectangles. Spread 1 tbsp. of honey Dijon mustard over 1 puff pastry rectangle, leaving a 1" border at 1 long edge. Place half of the pepperoni in single layer on top of mustard. Top pepperoni with half of cheese mixture.
Brush 1" border with egg. Start rolling at side opposite the egg border, rolling the pastry like a jelly roll, sealing at the egg-coated edge. Wrap roll in plastic wrap and place, seam down, in refrigerator to chill for 30 minutes. Repeat process to make 2nd roll. Chill rolls for 30 minutes and up to 1 day.
Preheat oven to 400 degrees. Line 2 baking sheets with foil and spray lightly with nonstick cooking spray. Unwrap rolls and cut each pastry into approximately 25 slices, 1/4" thick. Place on prepared pans and bake for 15 minutes, or until golden brown. Transfer to serving platter and sprinkle with additional oregano or Italian dried herb blend, if desired.