Roll up other side of pastry, jelly roll fashion, until both rolls meet in the middle. Cover and chill roll at least 30 minutes. Repeat procedure with remaining pastry sheet, mustard, cheese mixture and ham.
Cut rolls crosswise into 1/2 inch thick slices. Slices will resemble a figure “8”. Place slices on lightly greased baking sheets. Brush top of each Palmier with beaten egg.