Roll out the pastry on a lightly floured work-surface and trim neatly to a 25x35cm rectangle. Or use ready rolled puff pastry.
Brush the surface with beaten egg. Sprinkle about half of the cheese evenly over the surface of the pastry right up to the edges.
Lay the pancetta in a single layer on top and sprinkle with the remaining cheese.
Fold the 2 longest lengths of the pastry into the centre. Next fold the 2 lengths over again so that they almost meet in the centre. Then fold in half. Use a little more beaten egg to stick the two sides together if required. Cover and chill for 30 minutes.
Preheat the oven to 200℃/180℃ fan/gas mark 6. Line two baking sheets with parchment.
Using a sharp knife, cut half the pastry into slices about 1 cm thick, place well spaced on the baking sheets. Bake for 15 minutes. Turn the palmiers over and cook for a further 5–10 minutes until the pastry is golden. Cool on a wire rack.
These can be made ahead and stored in an airtight container for a couple of days. If making on the day remember to allow enough time to chill the dough before slicing.