You can make puff pastry appetizers ahead of time by preparing the recipe up to the point of baking them. Transfer the unbaked sliced pinwheels to a freezer-safe bag and freeze them in a single layer. They can be frozen for up to 2 months. When you're ready to serve, transfer frozen pinwheels to a pan lined with parchment paper. Then heat your oven and follow the recipe instructions for baking.