Preheat oven to 200°C (or 180°C fan bake).
Place pastry onto a piece of baking paper. Spread with pizza sauce, leaving a 2cm border on the two long edges. Lay out ham and sprinkle over cheese.
With the long end facing you, roll up pastry like you're making cinnamon rolls. Roll as tight as you can, then cut the roll in half, then in half again and again, making 8 pieces.
Lay the scrolls flat and brush the edges with milk. Transfer to a baking tray and bake for about 15 minutes, until golden and puffed.