Step 1

Place racks in upper and lower thirds of oven; preheat to 375°. Stir mustard and honey in a medium bowl to combine. Beat egg, a pinch of salt, and 1 Tbsp. water in another small bowl to combine; set egg wash aside.

Step 2

Unfold puff pastry on a lightly floured surface. If using a 17.3-oz. package with 2 sheets, arrange them next to each other so they overlap slightly on a long side and gently press together to make 1 large sheet. Roll pastry to a 20x15" rectangle, then slice into 5" squares with a sharp knife (4 squares on long sides and 3 squares on short sides for 12 total).

Step 3

Spread about 1 tsp. honey mustard on the bottom half of each square to make a right triangle, leaving about ½" border along edges. Divide cheese and ham among squares, arranging on top of honey mustard. Using a pastry brush or your finger, brush or swipe reserved egg wash around edges of each square. Working with 1 square at a time, fold corner without any honey mustard up and over filling to meet opposite bottom corner, making a triangle. Press edges together to seal. Using a fork, crimp edges. Divide hand pies among 2 parchment-lined baking sheets, spacing evenly. Brush tops with egg wash; sprinkle with pepper and sesame seeds. Chill in freezer 30 minutes.

Step 4

Cut a few slits in the top of each hand pie to let steam escape while baking. Bake hand pies, rotating baking sheets top to bottom and front to back halfway through, until golden brown and puffed, 30–35 minutes. Let cool slightly.

Step 5

Serve hand pies with remaining honey mustard on the side for dipping.