Heat oven to 350°F. Line cookie sheet with foil; spray foil with cooking spray.
Unroll log of dough onto waxed paper, but do not separate into rolls. Set icing aside for another use. Spread mustard evenly over dough. Top with ham and cheese, overlapping slices. Carefully reroll dough jelly-roll fashion, starting with long side. Cut along perforations into 8 rolls. Place 1 1/2 inches apart on cookie sheet.
Bake 20 minutes or until golden brown. Spread marmalade over rolls. Serve warm.