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Defrost puff pastry. Begin to work with the puff pastry as soon as it is pliable. You want the pastry to be cold when you prepare these pinwheels. You can make the pinwheels with the 5 inch by 5 inch puff pastry squares, but I trimmed mine to a 4 inch by 4 inch size. I thought the slightly smaller size was prettier
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Using a sharp knife, cut diagonal lines from the corners of the pastry towards the center. Brush the corners of the puff pastry with egg wash. Fold every other cut corner up over to the center, overlapping the points and pressing to seal and make an indentation to hold the jam. Spoon one tablespoon of jam onto the indentations.
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Place the pastries onto a greased baking sheet. Brush the tops of the pastries with the egg wash. Bake at 400 degrees F. for 20 minutes.
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Gently remove the baked pinwheels to a cooling rack. Brush tops of pinwheels with heated apricot jam or marmalade.
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Let pinwheels cool and firm up a bit before your serve them.