Preheat the oven to 400ºF (200ºC). Line a baking sheet with parchment paper.
In a small bowl mix together the whole grain mustard and the honey.
Roll out the pastry sheets and cut into 6 squares each.
Cut the ham slices to roughly the same size as the pastry squares.
Spread a teaspoon of the honey mustard mixture on the middle of each pastry square. Add 2 slices ham and a sprinkle of cheese to the center of the pastry. Season lightly with salt and pepper.
Wrap one corner over the center, then wrap the opposite corner over the top. Press the flap with a fork to seal it. Place the bundles on the baking sheet. Brush with egg wash and sprinkle with everything bagel seasoning.
Bake 20-25 minutes or until golden brown. Serve hot from the oven.
Notes
Use toothpicks to keep the flaps of the bundle closed during baking.