Preheat the oven to 200°C, fan 180°C, gas 6. Halve the pastry block and roll each half out on a lightly floured surface to a 24cm square. Cut each square into 4 smaller squares to make 8 x 12cm squares in total. Place on 2 baking sheets lined with baking paper.
Spread a teaspoonful of pesto in the centre of each square. Pile the tomatoes, Parma ham strips and crumbled cheese on top, leaving a 1cm border all around each square. Season with freshly ground black pepper. Drizzle over the olive oil.
Gently fold in the pastry border of each square to enclose some of the filling and form a roughly circular shape. Brush the pastry borders with the beaten egg.
Bake in the preheated oven for 15-20 minutes until the pastry is crisp and golden. Serve garnished with the rocket leaves.