Thaw your puff pastry sheets – remove from freezer and allow to thaw at room temperature. It should take between 20 and 40 minutes (depends on your room temperature!). Puff pastry should be workable, but still cold.
Roll out the pastry to make a rectangle (see pictures), and brush with Dijon mustard.
Add slices of ham, covering the entire surface, and sprinkle with cheddar cheese.
From each long edge, roll towards the center, until both sides meet in the middle, tucking as you go. You may wish to use olive oil or a little water to make it stick.
Wrap in plastic wrap and chill for an hour.
TO BAKE
Heat the oven to 400 degrees F.
Remove from refrigerator and cut the ragged edges off the ends.
Slice into ¼ – ½ inch slices and place (cut side down) on a baking sheet with parchment paper.
Brush with beaten egg, if using.
Bake at 400 degrees F for 18-20 minutes.
Remove from the oven and serve immediately.
Devour.
Notes
Thawing puff pastry: Remove from the freezer and allow to thaw at room temperature. It will take about 20-40 minutes; the pastry should be workable, but still cold to touch.
Use egg wash - Brush it on right before baking!
Use a serrated knife - it will give you cleaner cuts.
Cutting: If you cut at ¼ of an inch, you should get 48 palmiers out of this recipe (24 per roll). If you cut at ½ of an inch (as shown), the recipe will yield about 24 palmiers.
Make-ahead: Make and bake, then allow to cool completely. Freeze on a cookie sheet until fully frozen, then store in a freezer-safe zip-top bag. To eat – bake in the oven at 400 degrees F until warmed through and the pastry begins to sizzle a little.