In a mixing bowl, combine the chopped ham, grated cheddar cheese, Dijon mustard, and chopped parsley. Mix well to combine.

Preheat the oven to 200°C (400°F). Roll out the puff pastry on a lightly floured surface and cut into squares (about 10x10 cm).

Place a spoonful of the filling in the center of each pastry square. Fold the pastry over to create a triangle and seal the edges by pressing with a fork.

Brush the tops of the pastries with the beaten egg for a golden finish.

Place the pastries on a baking sheet lined with parchment paper. Bake in the preheated oven for 20-25 minutes or until golden brown.

Remove from the oven and allow to cool slightly before serving.