Heat oven to 350°F. Lightly spray large cookie sheet with cooking spray.
Cut loaf of dough crosswise in half to make 2 loaves. Place loaves seam sides down and 3 inches apart on cookie sheet. With sharp knife, cut 3 diagonal slashes, 1/2 inch deep, on top of each.
Bake 22 to 25 minutes or until golden brown. Cool 2 minutes.
With serrated knife, cut loaves in half horizontally. Spread 1 tablespoon mustard on bottom half of each loaf. Top each with half of the ham and 2 triangles of cheese. Cover each with top half of loaf.