Preheat the oven to 200°C / 400°F / Gas mark 6.
Line a baking tray with greaseproof paper and set aside.
In a large bowl sift the flour. Use your fingertips to rub the butter into the flour until it looks like breadcrumbs. Add the milk. Use a spoon to help bind the mixture together into a ball.
Sprinkle some flour on a clean surface and place the dough gently kneading it until it has a nice smooth consistency. If the dough is sticky, sprinkle with a little more flour. It won’t take longer than around 5 minutes.
Roll dough then place into the baking tray.
Spread with tomato paste. Sprinkle with the ham and cheese.
Roll up. Slice into 10-12 pieces and place on your tray.
Brush with the beaten egg and bake for 25 minutes or until a sharp knife goes into the dough and comes away clean.