Preheat oven to 400 and oil a 15*14"*1" baking sheet. Prepare the dough. Brush dough with oil.
Lay the ham on the dough and sprinkle with cheese, leaving a 1/2-inch border. Starting at the narrow end, roll up the dough jelly-roll-style. Using a sharp knife, make several slashes on the top.
Bake for 20 minutes or until golden brown. Let pan cool on a rack for 5minutes. With a serrated knife cut the roll into 1-inch slices.