Preheat oven to 350 degrees F (175 degrees C). Spray a 9x13-inch baking sheet with cooking spray.
Unroll 1 package crescent roll dough onto the baking sheet. Pinch seams together and stretch to fit the baking sheet. Cover dough with a layer of Cheddar cheese slices. Top with ham and remaining Cheddar cheese slices.
Unroll second package of crescent roll dough onto a flat work surface. Pinch seams together. Place over the Cheddar cheese. Press edges with a fork to seal. Cut shallow slices into the top of the dough to allow steam to escape during baking.
Whisk egg and water together in a bowl; brush over dough. Sprinkle sesame seeds, salt, and pepper over egg wash layer.
Bake in the preheated oven until golden brown, about 15 minutes.