Baked Bacon, Egg, and Cheese Pinwheels

1 sheet of puff pastry, thawed
4 slices of bacon, cooked and crumbled
3 large eggs, scrambled
1 cup shredded cheddar cheese
1 tablespoon milk
Salt and pepper to taste
1 tablespoon chopped chives (optional)
1 egg, beaten (for egg wash)