Heat oven to 375˚ F. On a floured work surface cut the puff pastry into 24 scalloped or straight-edged 2-inch rounds. (You can use a scalloped 2-inch tartlet pan as a cutter.) Combine the egg yolk with 2 teaspoons water and brush a little of the mixture across the top of each piece. Bake according to package instructions. Meanwhile, in a frying pan large enough to hold the bacon in a single layer, cook bacon until lightly browned and not too crispy. Transfer to paper towels.
To assemble the appetizers, using a serrated knife, carefully cut the puff pastry in half like a hamburger bun. Spread a small amount of mustard on the bottom of each piece. Place a piece of bacon on the mustard. Cut 12 slices of cheese just less than ¼-inch thick and cut the cheese slices in half; place a piece on the bacon. Top with the other half of puff pastry.
For serving, arrange the puff pastry on a cookie sheet and warm in a 275˚F oven until the cheese just starts to wilt, 5 to 7 minutes.
Variation: Instead of bacon and mustard, spread puff pastry with fruit chutney.