Preheat the oven to 400 degrees F. Line a baking sheet with parchment paper.

On a clean, flat surface, sprinkle some cornmeal. Unfold the pastry on the cornmeal. Spread the mustard lightly over the dough, leaving a 1/2-inch border around the sides. Spread the cheese over the mustard. Sprinkle with the bacon. Roll up the pastry, jelly-roll fashion, and slice into 1/2-inch pieces. Place the pinwheels, cut-side down, 2 inches apart on the prepared baking sheet. Brush each pinwheel with olive oil. Bake until they are golden brown, 12 to 15 minutes. Serve warm.