Pre-heat the oven to 200°C.
Roll the pastry out into a ½cm thick square on a lightly floured work surface. Cut into 4 equal sizes squares of pastry. Arrange on lined baking trays.
Fill the centres with a mixture of the cheese and ham. Brush the edges with a little of the beaten egg and fold the corners inwards towards the centre so that all four corners meet. Brush the tops with remaining beaten egg.
Bake for 15-20 minutes until golden and puffed up. Remove and allow to cool a little before transferring to serving plates.