Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.
Roll out the puff pastry sheets slightly and cut into triangles.
Place a slice of ham and cheese on each triangle, then roll up from the wide end to the tip.
Brush the tops with beaten egg and sprinkle with sesame seeds.
Bake for 15–20 minutes, or until golden brown and puffed.
Serve warm and enjoy.