Melt 1 tablespoon butter in a small saucepan over low heat; add flour, stirring until smooth. Cook 1 minute, stirring constantly. Gradually add milk; cook over medium heat, stirring constantly, until thickened and bubbly. Stir in salt and pepper. Set aside.
Sauté onion in remaining butter in a small saucepan until tender. Combine white sauce, sautéed onion, ham, parsley, and thyme; stir until well blended. Set aside
Roll pastry to 1/8-inch thickness on a lightly floured surface. Cut into 2-inch circles. Place 1 teaspoon ham mixture on each pastry circle. Moisten edges of pastry; fold in half, making sure edges are even. Press pastry edges firmly together using a fork dipped in flour or with floured fingers
Place turnovers on lightly greased baking sheets. Brush each turnover with melted butter, and bake at 350° for 45 minutes or until lightly browned.