Rub the flour, salt and butter together until the mixture forms even crumbs. Add the egg and ham, and combine. Shape the mixture into a ball, wrap in cling film and chill for 1 hour in the fridge.
Preheat the oven to 180 C / Gas 4 and line a baking tray with parchment.
Flour a work surface and roll out the mixture with a rolling pin. Cut into desired shapes. Place the biscuits on the baking tray and bake for 10 to 15 minutes or until golden brown.
You can use any ham you like - including prosciutto or Parma ham. Also, instead of rolling and cutting into shapes, you can shape the mixture into a log before chilling, then simply cut rounds from the log and bake!