In a mixing bowl, combine the egg, milk, extra virgin olive oil, and salt. Whisk well to blend the ingredients.

Add the flour and baking powder, then knead until a dough forms. If the dough is still a bit sticky, add a little more flour as needed. Wrap in plastic wrap and refrigerate until ready to use.

Dice the mozzarella and let it drain in a strainer to remove some of its moisture.

In a small saucepan, heat the extra virgin olive oil. Add the tomato puree, dried oregano, and a pinch of salt. Bring to a boil and cook until the sauce thickens.

Cut the cooked ham into cubes (if using a thick slice) or tear into strips (if using thin slices).

Take the dough and roll it out into a rectangle about 1/4 inch (5-6 mm) thick. Spread the tomato sauce over the surface (reserve 2-3 tablespoons), then add the diced mozzarella and cooked ham.

Starting from a short side, roll up the dough to form a log. Fold the ends underneath and place it on a baking sheet lined with parchment paper.

Brush the top of the roll with the reserved tomato sauce and bake in a preheated oven at 350°F (180°C) for 30-35 minutes.

Remove from the oven and let cool slightly before serving.