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1. Preheat oven to 400 degrees F. Line two large baking sheets with parchment paper; set aside. In a small bowl stir together cream cheese and mustard. On a lightly floured surface roll each sheet of thawed puff pastry into a 15x12-inch rectangle. Transfer each pastry sheet to a prepared baking sheet; spread half of each pastry lengthwise with cream cheese mixture, leaving a 1/2-inch border around outside edges.
2. Add individual layers of ham, onion, and Gruyere cheese over cream cheese layer, leaving a 1/2-inch border around outside edges. In a small bowl whisk together egg and the water. Brush some of the egg mixture on the uncovered edges of the pastries. Fold uncovered portion of each pastry rectangle up and over filling. Use a fork to seal edges together. Brush tops with egg mixture. Cut decorative slits in top of each pastry for steam to escape.
3. Bake about 25 minutes or until pastries are golden on both the top and bottom. If top browns more quickly than the bottom, cover with foil. Slide pies and parchment paper onto wire racks; cool slightly. To serve, cut crosswise into strips.