Preheat your oven: to 180°C / 350-375°F / Gas Mark 4-5.
Puff pastry: remove puff pastry from freezer and leave on bench (or in fridge over night prior) to thaw.
Jalapenos: use a sharp knife and chopping board to cut jalapenos in half, remove the seeds (discard), then chop into fine pieces.
Combine: in a medium sized mixing bowl add cream cheese, bacon, diced jalapeno, parmesan cheese, dried onion, salt and pepper. Stir till consistently combined.
Filling into pastry: working one by one, place thawed puff pastry sheet onto chopping board. Spoon cream cheese mixture onto pastry and use a butter knife to spread into a layer. Leave a slight uncovered bit at each of the 4 sides.
Roll: start at one edge and roll the pastry into a tight log. Wrap in glad wrap (cling wrap) and place in the freezer (optional) for 30 mins.
Slice: remove pastry from freezer, unwrap and discard plastic. Use a sharp knife to cut each end off (discard) and the log into individual portions. Place pinwheels on baking tray, scroll side up.
Oven bake: transfer baking tray to oven and bake pinwheels for 25 to 30 mins. Allow to cool slightly before serving.
To serve: serve warm with Greek Yogurt (optional).