Roll up the puff pastry and roll out a little. Spread evenly with the cream cheese and cover with the smoked salmon slices. Roll the dough from the broad side into a roll, press together and cut across into approx. 5 mm slices.
Place the slices on a baking tray lined with baking paper, brush evenly with egg yolk and bake for about 15 minutes (normal stove about 180 degrees, convection 160).
Serve with horseradish or herb sauce or mayonnaise as desired.