1. On a lightly floured surface, roll puff pastry sheet into a 14x10-inch rectangle. Brush pastry with some of the milk; sprinkle with Parmesan cheese and pepper. Starting at a short side, loosely roll up into a spiral, stopping at the center. Repeat rolling up, starting at the other short side. Wrap in plastic wrap; freeze for 30 minutes.
2. Preheat oven to 350F. Line baking sheets with parchment paper or foil; set aside. Unwrap roll and place on a cutting board. Brush with remaining milk. Using a serrated knife and a sawing motion, cut pastry roll crosswise into 3/8-inch-thick slices. Place slices 1 inch apart on prepared baking sheets, reshaping as necessary.
3. Bake for 12 to 14 minutes or until crisp and golden. Transfer to a wire rack; cool slightly. Serve warm. Makes about 24 spirals.
Make-Ahead Directions: Prepare as directed through Step 1. Freeze for up to 1 month. Unwrap, cut, and bake as directed. (If roll is too hard to slice while frozen, let it stand at room temperature until it's easy to slice.)