Position rack in the center of the oven and preheat to 400 degrees F. Line a baking sheet with parchment paper and set aside.
Combine and whole grain mustard, dijon mustard and the jam in a small bowl and mix together. Unfold or unroll one sheet of the puff pastry on a lightly floured surface. Gently roll with a rolling pin if needed and place the puff pastry sheet on the prepared baking sheet and brush on the mustard/jam mixture over the puff pastry, leaving about an inch border between the mustard and the edge of pastry. Place the ham evenly over the mustard and then evenly sprinkle the grated cheese over the ham.
Unfold and roll out the second sheet of puff pastry and gently place it on top of the ham and cheese and fold the outer edges over and together with your fingers, creating a thick crust. You can use a fork to create lines around the edge if desired. (Dip the fork in flour if it sticks to the puff pastry during pressing.) Lightly brush a layer of egg wash over the top and edges of the pie. Cut a few small slits into the top/center of the pie and bake until cooked through and golden brown, for about 30 minutes. Let cool for a few minutes before slicing and serving.