Roll out puff pastry on top of a sheet of baking parchment. Spread Gouda cheese, bacon, sun-dried tomatoes and olives in a vertical strip down the centre of the pastry, leaving a 2cm border on the top and bottom. Sprinkle with salt and pepper.
Cut 2cm strips toward the filling diagonally, along the side of the pastry, stopping before you reach the filling. Fold strips diagonally, alternating left and right, over the filling, creating the braid. Tuck the ends underneath and carefully slide the pastry with the parchment onto a baking tray. Lightly brush with beaten egg; sprinkle herbs on top.
Bake in the preheated oven until top is golden brown, about 35 minutes.