1Heat oven to 375°F. In medium bowl, stir Bisquick mix, water and egg until dough forms. On surface sprinkled with Bisquick mix, knead dough about 10 times. Divide dough into fourths.
2For each sandwich, place one-fourth of dough on surface sprinkled with Bisquick mix; roll in Bisquick mix to coat. Press or roll dough into 6 1/2x4 1/2-inch rectangle, 1/4 inch thick. Spread each rectangle with 1/2 teaspoon mustard. Wrap each cheese stick with 2 slices of ham. Place ham and cheese bundle in center of dough. Roll up dough, enclosing filling. Pinch ends and tuck under. On ungreased cookie sheet, place rolls seam sides down. Brush with milk.
3Bake 18 to 23 minutes or until crust is golden brown. Let stand 5 minutes before serving.