Pull out the cream cheese to soften at room temperature in advance. The softer the cream cheese is, the easier it will be to make this recipe quickly. However, don’t heat the cream cheese to soften it. Once softened, whip the cream cheese in a stand mixer or food processor until it’s super-smooth and pliable. Whip dijon mustard, minced chives, and paprika into the cream cheese filling.
On a clean sheet of parchment paper, arrange the salami slices. Create rows of four by overlapping each piece over the previous one by about ⅓ of the way. When you build the second row, make sure it is also slightly overlapping the previous row while layering the slices. Continue the process until all 16 slices (or more) or the salami is used up.
Spread the soft cream cheese spread over the layered salami, leaving about ½-inch of empty space around the edges. Spread diced pimentos and diced gherkin pickles over the cream cheese layer. Now, before rolling the pinwheels, set the ingredients in your refrigerator to chill. You want the cream cheese to set so it doesn’t turn into a mess during the next step.
Once the cream cheese has been set, pull the ingredients out of your refrigerator. Use the parchment paper to gently pick up the edges of the row of salami nearest you. Begin rolling the salami tightly until your ingredients are rolled up and tuck the last edge of salami under the roll. You can chill the full roll again to set it before slicing. Cut the cold salami roll into 8 pinwheel pieces, like you would slice sushi. Serve chilled.