Preheat oven to 200°C (400°F) and line a baking sheet with parchment paper. Also put a sheet of parchment on your work surface, then place on the rolled puff pastry.
Spread Nutella all over the pastry, leaving a 2-cm (1 inch) border on one of the shorter sides (let’s say left). Sprinkle Nutella with cinnamon, then pistachios and almond flakes. Roll the pastry in a log (crosswise), starting at the right side and rolling gently towards the left side. Place seam side down.
Cut log into slices, about 1.5-2 cm (2/3 to 1 inch) thick. Place them cut-side down on the baking sheet and brush the sides with whisked egg.
Bake for 15-18 minutes, until the pastry is puffy and has a golden tone.
Remove from oven, cool for at least 10 minutes, then serve. Store any uneaten pinwheels in an airtight container at room temperature and eat within 1 day (for optimum flavor, otherwise they’re fine for a few days).