There are a few tricks to keeping your tortilla pinwheels from unraveling. 1. Use full-fat block cream cheese, which is thicker than the tubbed cream cheese, and will serve as the glue to hold the rollups together. 2. Roll the tortillas up as tightly as you can. 3. Wrap the tortilla rolls in plastic wrap and let them chill in the refrigerator for at least an hour to let the cream cheese firm up.