Preheat oven to 400F. Line a baking pan with parchment paper.
Place puff pastry on a floured surface with the long side toward you. Roll the puff pastry until quite thin, being sure to retain its rectangular shape.
Mix the cheese and Cajun spice mix and spread it over the puff pastry, leaving 1" at the far edge uncovered. Moisten this uncovered strip of dough with water and roll the dough away from you to form a long rope. Lightly press the moistened dough against the rolled cylinder to help seal it. Cut the rope into 1/2" wheels and lay them on a baking sheet.
Bake for 12-15 mins, until golden brown. These are great hot or at room temperature.