On a lightly floured surface, roll out each pastry sheet to about 45cm x 35cm.
Mix the dijon and english mustards together and brush over the pastry sheets. With the short edges closest to you, cover the halves nearest you with ham Sprinkle the cheese over the ham and pancetta, then fold the sheets in half, bringing the mustard-covered halves over the cheese/ham-covered halves. Run a rolling pin over each pastry to stick the halves together, then trim the edges to neaten.
Slice each pastry toward you with a sharp knife into 8 strips about 1-1.5cm thick. Twist each strip several times, then put on a baking paper-lined baking sheet.
Brush with a little beaten egg and sprinkle over the extra cheese. Bake for 10-12 minutes until golden, risen and crisp. Remove to a wire rack to cool. Serve warm or at room temperature.