Pour the milk into a pan and add the sugar and butter. Warm gently, swirling the pan until the butter has melted. Set aside until lukewarm.
Tip the salt, mustard, flour and yeast into a large mixing bowl and stir. Make a well in the centre, then pour in the beaten eggs and milk mixture. Swiftly mix with a wooden spoon to make a rough dough, then tip onto a lightly floured surface and knead for 10-15 mins until elastic and springy. Alternatively, knead in a stand mixer for 7-10 mins using the hook attachment. Lightly oil a large mixing bowl. Put the dough in the bowl and cover loosely with a tea towel. Leave in a warm place for 1½-2 hrs or until doubled in size.
Knock the dough back on a lightly floured surface by lightly punching and briefly kneading it. Sprinkle over half the cheese, all of the chives and all the ham. Knead the dough until the ham and cheese are well distributed. Divide the dough into 18 equal-sized balls. Pinch the bottoms to create uniform, round balls. Line a baking sheet with baking parchment and draw a 25cm round template on the parchment (a large dinner plate works well for this). Arrange the dough balls in concentric circles in the circle you have drawn. Fill each gap with another scattering of cheese. Cover lightly. Leave for 1-1½ hrs or until the dough is risen.
Heat the oven to 200C/180C fan/gas 6. Beat the remaining egg and use to lightly brush the dough balls. Sprinkle over most of the remaining cheese, then bake for 25 mins. Sprinkle over the last of the cheese and bake for 5 mins more. Leave to cool a little before serving warm.