On a lightly floured surface, cut each sheet of puff pastry into 4 equal squares. With a rolling pin, roll out each square until it's almost double in size.
Assemble the pastries. Place a slice of cheese on each square. Divide the paprika, chives, and ham between the squares. Top with boiled egg.
In a small bowl, whisk the egg and water. Brush the top border of a pastry square with the egg wash. Fold two edges (on the long side of the egg) over the egg, with the brushed border being on top. Gently press to seal (this will prevent the pastry from opening during baking).
Twist the ends to form a candy wrap shape - one side towards you and the other in the opposite direction. Lightly pinch the pastry to retain the shape. Repeat with the remaining squares.
Place the pastry wraps onto the prepared baking sheet. Brush the top of each with the egg wash. Sprinkle with sesame seeds, if using. Bake for 20 minutes or until golden brown. Serve warm or cold with grainy mustard or your favorite dipping sauce.
~ Free Tip ~
You can use any cheese you like that is pliable and easily melts, like individually wrapped American cheese.