Lightly spoon flour into dry measuring cups; level with a knife. Follow manufacturer's instructions for placing flour and next 6 ingredients (flour through mustard) into bread pan, and select dough cycle; start bread machine.
Remove dough from machine (do not bake). Turn the dough out onto a floured surface, and knead for 30 seconds. Cover dough, and let rest for 10 minutes.
Roll dough into a 10 x 8-inch oval on a lightly floured surface. Sprinkle the ham and cheese onto half of oval, lengthwise, leaving a 1-inch border. Fold dough over filling, and press the edges and ends together to seal.
Cover a large baking sheet with parchment paper, and dust with cornmeal. Place loaf, seam side down, on prepared pan. Make 3 diagonal cuts 1/4-inch deep across the top of loaf using a sharp knife. Cover and let rise in a warm place (85°), free from drafts, 1 hour or until doubled in size.
Preheat oven to 350°.
Uncover dough; brush with egg. Bake at 350° for 35 minutes or until browned. Cool slightly.