Start this recipe by preparing the dip. Blitz all the ingredients together and season well with salt and pepper. Place into a bowl and chill. Next, prepare the cigars. Brush 1 of the puff pastry sheets lightly with the beaten egg and cover with the smoked ham. Brush again with more beaten egg and sprinkle over ½ of the Parmesan cheese. Lay the remaining puff pastry on top and press down well. Use the rolling pin on top to help stick together. Using a sharp knife, cut the pastry into strips the width of a finger (2cm) Brush again with beaten egg, sprinkle over the sesame seeds. Twist the pastry strips and place onto a large lined baking sheet. Bake for 25-30 minutes until golden brown and crispy. Serving on a large wooden bowl with the chilled yogurt and chive dip.Email this Recipe Back to What's Cooking?