Preheat oven to 425ยบ F and line a sheet pan with parchment.
Dust your surface with a little flour then roll out the puff pastry slightly. Cut the pastry into 6 equal rectangles. Transfer the puff rectangles to your prepared pan.
Spread a teaspoon of dijon over top of each rectangle, leaving a 1/2 inch border. Sprinkle the thyme over the mustard.
Add two of the halved ham slices to each rectangle then sprinkle the cheese over top.
Whisk the egg and water together in a small bowl and brush the 1/2 inch border with the egg wash.
Carefully pull two opposite corners of the puff pastry together over the filling and pinch together to seal.
Brush the outside of the puff pastry with egg wash and sprinkle each with everything bagel seasoning, sesame seeds or Italian seasoning.
Bake for 18 - 20 minutes or until golden and puffed. Serve and enjoy!