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Step 1
Thaw the puff pastry according to package instructions or make the rough puff pastry.
Step 2
Roll out the pastry until it is considerably thinner (⅛") then cut each sheet into 4 squares.
Step 3
To half of each square (note they will be folded into triangles), add 1 teaspoon of Dijon, then 1 tablespoon shredded cheese, 1-1½ oz ham, and another tablespoon of cheese. Leave one centimeter of space around the filling to seal.
Step 4
Lightly wet the exposed edge around the filling with a swipe of water, then fold the puff pastry over top of the fillings. Use your fingers to press the dough together to seal it.
Step 5
Repeat the process for the remaining puff pastry squares, then use the tines of a fork to press down on the pastry edges to seal it completely.
Step 6
Add the turnovers to baking sheets lined with parchment paper (you can also add them to the sheet to assemble), then refrigerate the turnovers for 15-30 minutes.
Step 7
Preheat the oven to 400℉/205℃ while the turnovers chill.
Step 8
Before baking, whisk together one egg with 1 teaspoon of water, then brush it over top of each turnover.
Step 9
Use the tip of a sharp knife to cut 3-4 small slits into the pastry to allow steam to escape, then sprinkle on fresh thyme leaves.
Step 10
Bake the turnovers for 15-20 minutes until deeply golden, then serve immediately.