With a rolling pin flatten as much as possible the slices of bread. Note that you'll need square bread slices for this.

Add about a teaspoon of sauce to one edge of the bread slices. This make its easier to roll. Then top with the ham and grated cheese.

Gently roll the bread slices reasonably tight. Pinch both ends of the bread with your fingers.

Gently roll the rolled up bread in the egg.

Coat on all sides with the breadcrumbs. Then spray with cooking spray on all sides. By spraying the outside it stops the breadcrumbs from drying out too much whilst cooking.

Preheat air fryer at 200c for 3 minutes.

Gently place the rolls in the air fryer, open side down and cook for about 5 minutes, turning the bread rolls once.

Allow to cool for a few minutes then serve.