Preheat oven to 400 degrees F. Line 2 large baking sheets with parchment paper.
On a lightly floured work surface, roll out puff pastry to 1/4 inch thick. Cut in half lengthwise.
In a medium bowl, combine cheese and enough cream to make a spreadable paste. Spread half the mixture on one half of the prepared puff pastry, spreading to within 1/4 inch of the edges. Sprinkle with walnuts and rosemary. Starting from the long side, roll up pastry sheet and pinch the seal to seal. Repeat with other half of the puff pastry. Using a sharp knife, cut the rolls crosswise into slices 1/2 inch thick. Place on prepared baking sheet spacing the rolls 1 inch apart. Place the baking sheet in the freezer for 15 minutes.
Remove baking sheet and bake 12 to 15 minutes, or until rolls are puffed and golden. Let cool 10 minutes before serving.