frozen puff pastry (1/2 of 17-1/4-oz. pkg.), thawed
KRAFT Grated Parmesan Cheese, divided
ground red pepper (cayenne)
OSCAR MAYER Deli Fresh Smoked Ham
Heat oven to 400°F.
Beat egg and water until blended. Unfold pastry on lightly floured surface. Roll into 14x10-inch rectangle; cut lengthwise in half. Brush both pastry halves lightly with egg. Sprinkle 1 pastry piece with 3 Tbsp. cheese and pepper; cover with ham and remaining pastry piece, egg side down. Roll gently with rolling pin to seal. Brush lightly with some of the remaining egg.
Roll up tightly into 14-inch log, starting at 1 long side; cut crosswise into 24 slices. Place, cut sides down, on parchment-covered baking sheet. Brush with remaining egg; sprinkle with remaining cheese.
Bake 12 to 14 min. or until golden brown.