Make Ahead: Prepare recipe through Step 1, and wrap the dough in plastic wrap. Freeze up to 1 month. Pick up with Step 2 about an hour before the party starts.
1. Roll 1 pastry sheet into a 12- x 10-inch rectangle on lightly floured parchment paper. Sprinkle with half of cheese, 3 Tbsp. chives, and 1/4 tsp. each salt and pepper. Roll up pastry, jelly-roll fashion, starting with each short side and ending at middle of pastry sheet. Wrap pastry tightly with parchment paper. Repeat procedure with remaining pastry sheet, cheese, chives, salt, and pepper. Freeze pastries 1 to 24 hours.
2. Preheat oven to 375°. Remove pastries from freezer, and let stand at room temperature 10 minutes. Cut each roll into 1/4-inch-thick slices, and place on parchment paper-lined baking sheets.
3. Bake, in batches, 20 minutes or until golden.
4. Microwave pepper jelly in a microwave-safe bowl at HIGH 1 minute. Spread 1/2 tsp. pepper jelly onto each palmier. Serve immediately.