Prepare the Puff Pastry: Defrost the puff pastry sheets, then cut each sheet into 9 equal squares by cutting it into thirds in both directions, creating 18 squares total. Arrange the squares on a greased or parchment-lined baking sheet. Add the Mustard: Spread ¼ teaspoon of mustard diagonally across each puff pastry square, using Dijon, grainy, or yellow mustard according to preference.
Fill the Pastries: Place about 1 tablespoon of chopped ham over the mustard on each square, then add 1 tablespoon of shredded cheddar or Gruyere on top of the ham.
Seal the Pastries: Spread a small amount of egg yolk onto one corner of each pastry square, making sure that corner is not one of the corners containing the ham, cheese, and mustard. Fold the opposite corner over the filling, then fold the egg-coated corner over the first folded corner and press to seal. Repeat with all 18 pastry squares. Brush with Egg Yolk: Brush the top of each sealed pastry with egg yolk, coating the surface for a golden finish during baking.
Bake Until Golden: Bake the pastries at 350°F for 20–25 minutes, or until the puff pastry is golden brown.