To assemble:

1. Preheat the oven to a 200°C fan. Line a baking tray with baking paper.
2. Take the puff pastry out of the freezer to thaw while you prepare the spinach and feta filling.
3. Heat a medium-sized skillet on medium-high heat. Add the spinach leaves and 1/4 cup of water. Cook for 30 seconds to 1 minute, stirring gently, allowing the spinach leaves to wilt. Remove from the heat and set aside to cool.
4. Meanwhile, in a medium-sized bowl, combine the feta, breadcrumbs, egg, fennel seeds, salt and pepper.
5. Once the spinach is cool, squeeze out any excess water with your hands and chop roughly. Add to the mixture, using your hands to combine thoroughly.
6. Cut the puff pastry sheet straight down the middle in half. You will be left with two long rectangular pieces.
7. Lay out the rectangles of pastry, the short edge closest to you and create a log shape of filling down the middle of the pastry. Ensure the filling is tight and compact without any gaps. Repeat the same with the other rectangle.
8. Using the plastic backing of the puff pastry, roll up each rectangle into a log and seal it using your fingers.
9. Cut each log into 6 equal size lengths ensuring they are seam side down on the baking tray.

To cook

1. Brush each roll with the reserved egg wash.
2. Sprinkle with fennel seeds and salt.
3. Bake for 20 minutes or until crisp and golden.