Mix Gruyere cheese and sage in bowl. Arrange pastry sheet, short side facing you, on lightly floured surface; cut into halves crosswise. Put one half sheet with long side facing you; brush edge of far side with the egg.
Layer with half the prosciutto and Gruyere cheese mixture, avoiding the egg moistened edge. Roll up jelly roll fashion, shaping into a log. Wrap in waxed paper. Repeat the process with the remaining pastry, prosciutto and cheese mixture. Chill, seam side down, in refrigerator for 3 hours to 3 days or til firm
. Preheat oven to 400. Grease 2 large baking sheets. Cut logs crosswise into 1/2 inch slices. Arrange, cut side down, 1 inch apart on baking sheets. Bake in batches, on middle oven rack for 14 to 16 minutes or til golden. Remove to a wire rack to cool slightly. Serve warm. Makes 40 pinwheels.