Preheat oven to 375 degrees.
Roll out the dough onto a cutting board.
Brush the entire surface with mustard.
Top with a layer of cheese, and an even layer of ham.
Starting from the bottom edge, tightly roll up the dough to form a log.
Using a sharp serrated knife, slice the roll in half, then each half into 6 pieces.
Place the rolls on their side on a non-stick or lightly oiled baking sheet.
In a small bowl, whisk together the egg with water.
Brush the tops and sides of the rolls with the egg wash.
Bake until golden brown, 20 to 25 minutes.