Spread the cream cheese onto the puff pastry. Top with the cured ham. Roll the two long edges of the pastry into the middle, refrigerate for approx. 10 mins. Cut the roll into approx. 7 mm slices. Place the palmiers on a baking tray lined with baking paper, brush with egg.
Approx. 18 mins. in the centre of an oven preheated to 180°C. Remove from the oven and allow to cool a little on a rack.