Preheat an oven to 400°F.
Roll out each puff pastry sheet until it measures about 10 by 12 inches. Cut each pastry sheet into 12 almost-square pieces. Top each piece with cheese and a 1 ham slice.
Brush the edges of the pastry pieces with egg mixture, then fold each piece in half. Press the edges together to seal.
Place the pasteles on a baking sheet, spacing them about ½ inch apart. Brush the tops with the egg mixture.
Bake the pasteles until golden brown, about 15 minutes. Transfer to a plate and serve.