Preheat oven to 375°. In a small bowl, combine egg and milk. In a small skillet heat butter until hot. Add egg mixture; cook and stir over medium heat until egg is completely set. Remove from the heat. Fold in ham and cheese.
On a greased baking sheet, separate crescent dough into 2 rectangles. Seal perforations; spoon half the filling down the center of each rectangle. Fold in ends and sides; pinch to seal. Bake until golden brown, 10-14 minutes.