Preheat oven to 400°F/204°C.
On a well-floured surface, roll out the puff pastry dough to about 9" by 12" in diameter.
Spread 2 tablespoons of grainy mustard over the surface of the dough.
Sprinkle the shredded cheese over top.
Layer on the sliced deli turkey meat.
Tightly roll up the puff pastry lengthwise (as if you're making a cinnamon bun).
Using a sharp knife, cut into 12 even portions.
Place the cut side facing up, exposing the turkey and cheese onto a parchment-lined baking sheet.
Chill the tray in the freezer for 15 minutes.
Brush the tops of the puff pastry with lightly beaten egg (egg wash) and bake at 400°F/204°C for 17-20 minutes, until golden brown.
Remove from the oven, garnish with chopped chives and serve.