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Preheat the oven: Preheat your oven to 200°C (400°F) and line a baking sheet with parchment paper or lightly grease it.
Prepare the puff pastry: Roll out the puff pastry sheet on a lightly floured surface. If your pastry is not pre-rolled, roll it to about 1/8 inch thickness.
Assemble the puff pastry pockets: Cut the puff pastry into squares or rectangles, depending on your preference (about 4×4 inch squares work well). Place a slice of ham in the center of each pastry square. Top with a generous amount of shredded cheese. If you like a bit of tang, spread a thin layer of Dijon mustard on top of the ham before adding the cheese.
Fold and seal: Fold the pastry over the filling to create a triangle or rectangle shape, sealing the edges tightly by pressing them together with a fork to prevent the filling from escaping while baking.
Prepare the egg wash: In a small bowl, beat the egg with a tablespoon of water. Brush the tops of the puff pastry pockets with the egg wash to give them a golden, glossy finish when baked.
Bake the pastry: Place the pastry pockets on the prepared baking sheet and bake in the preheated oven for 20-25 minutes, or until they are golden brown and puffed up. Keep an eye on them toward the end to ensure they don’t over-brown.
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