Preheat your oven to 400°F (200°C). Roll out the thawed puff pastry on a lightly floured surface until it is about 1/8 inch thick. Transfer the rolled pastry to a baking sheet lined with parchment paper.
Spread the fresh spinach leaves evenly over the puff pastry, leaving a small border around the edges. Layer the roasted red peppers on top, followed by the halved kalamata olives and crumbled feta cheese. Sprinkle the dried oregano over the top.
Starting from one end, carefully roll the puff pastry tightly into a log shape, pinching the edges to seal.
Using a sharp knife, slice the rolled pastry into 1-inch thick pinwheels. Arrange them on the prepared baking sheet.
Place the baking sheet in the oven and bake for 15-20 minutes, or until golden brown and puffed. Keep an eye on them to avoid over-baking.
Remove from the oven and let cool slightly. Serve warm with tzatziki sauce or hummus for dipping.