For filling, in a medium bowl combine ham, broccoli, and cheese; toss to mix. Line a baking sheet with foil; lightly grease foil. Set aside.
On a lightly floured surface unroll pizza dough. Roll dough into a 12-inch square. Using a sharp knife, cut into nine 4-inch squares. Spoon about 1/3 cup filling onto each of the squares. Moisten edges of dough with water. Fold dough over filling. Press edges of dough with tines of a fork to seal. Use the fork to prick holes in the top of each turnover to allow steam to escape. Place turnovers on baking sheet. Brush with milk.
Bake in a 400 degree F oven for 13 to 15 minutes or until golden. Serve warm. Makes 9 turnovers.