Thaw the puff pastry overnight in the fridge. It should be cold, but workable.
Place a sheet of puff pastry sheets on a lightly floured surface or on parchment paper. Roll them out until they each measure about 12 inches by 10 inches. Spread half of the Dijon mustard over each sheet.
Lay the ham slices evenly over each sheet of puff pastry, leaving about 1/4 inch gap on one of the long sides. Sprinkle each sheet with half the cheese.
Starting on the long end without the gap, roll each puff pastry into a tight log. Wrap them with saran wrap and freeze for 20 minutes.
Preheat the oven to 375 degrees and line two baking sheets with parchment paper or silicone baking mats.
Remove the puff pastries from the freezer and unwrap, placing them seam-side down on a cutting board. Using a serrated knife, cut it into about 1 inch slices. I usually get 10-11 slices per roll. Place each slice on the prepared pans.
Whisk together the egg and milk, then brush the tops and sides of the rolls with the mixture, paying special attention to the seams. The egg wash works almost like a glue to keep the rolls secured. Bake for 20-25 minutes, or until the pastry is golden brown.
In a small bowl, stir together the raspberry preserves and Dijon. Serve the bites warm or at room temperature with the raspberry dipping sauce.