Preheat the oven to 200°C.
Roll the pastry out on a lightly floured work surface into a rectangle shape with 1cm thickness approximately. Brush lightly with the olive oil. Sprinkle the Parmesan and black olives evenly all over.
Roll the pastry into a cylinder shape as evenly as possible. Cut across the pastry into slices roughly 2cm wide. Arrange on lined baking trays and bake for 18-22 minutes until golden and risen.
Remove and allow to cool on a wire rack for a few minutes. Arrange stacked on a plate, using a single piece of nonstick baking paper to separate each Palmier.