In a large mixing bowl, combine softened cream cheese, thawed and drained spinach, chopped artichokes, crumbled feta, diced roasted red peppers, fresh dill, pitted Kalamata olives, and lemon zest. Season the mixture with kosher salt and freshly ground black pepper. Mix thoroughly until well incorporated.

Thaw the frozen puff pastry according to package directions, ideally in the fridge for 6-8 hours. Lightly dust your work surface with all-purpose flour and gently roll out the pastry to an even thickness of about 1/8 inch.

Spread the prepared filling evenly over the rolled-out puff pastry, leaving a small border around the edges. Starting from one end, tightly roll the pastry to form a log shape. Wrap in plastic wrap and refrigerate for about 30 minutes.

Remove the log from the refrigerator and unwrap it. Using a sharp knife, cut the log into equal pinwheels, about 1 inch thick. Arrange the slices on a baking sheet lined with parchment paper.

In a small bowl, beat one egg until smooth. Using a pastry brush, lightly coat the tops of the pinwheels with the egg wash.

Preheat your oven to 400°F (200°C). Bake the pinwheels for 15-20 minutes or until they are puffed and golden. Allow to cool slightly before serving.