1. Drain pickled okra, and pat dry with paper towels.
2. Spread about 3 Tbsp. whipped cream cheese on 1 side of each ham slice, leaving a 1/4-inch border on all sides. Trim ends off pickled okra. Place 2 okra, end to end, across one short side of each ham slice; roll up, jelly-roll fashion. Cover and chill ham rolls at least 4 hours or up to 24 hours. Slice each ham roll into 1-inch pieces before serving.