Preheat your oven to 400°F (200°C) and prepare a baking sheet lined with parchment paper.

On a floured surface, roll out each puff pastry sheet and cut into 4-inch squares.

Place a slice of ham in the center of each pastry square, followed by shredded cheese. Fold the square in half and seal the edges with a fork.

Whisk the egg with water for an egg wash and brush it over each stack for a golden finish.

Bake the stacks on the lined sheet for 15-20 minutes until golden brown and puffed.

Allow to cool slightly, then transfer to a serving plate and enjoy warm.