On lightly floured surface, un-roll puff pastry sheet. Sprinkle blue cheese, prosciutto and walnuts on top.
Tightly roll opposite edges of pastry to meet in the centre (it should look like a a "log" made up of two rolls side by side). Transfer to parchment paper-lined baking sheet and freeze 10 min. to firm up pastry.
After freezing, brush top of log with apricot jam. Cut log into 16 slices. Lay slices flat on baking sheet.
Bake in preheated 425°F (220°C) oven 14 min., or until golden brown. Serve warm or cooled.
Alternatively, roll pastry like a jellyroll and cut into pinwheels.