In a small bowl, beat the cream cheese, horseradish, Worcestershire sauce, seasoned salt and pepper.
Set aside 2 ham slices; spread about 2 tablespoons cream cheese mixture over each remaining slice. Make two stacks, using four ham slices for each; top each stack with reserved slices. Wrap each stack in plastic wrap; chill for 4 hours. Cut each stack into 1-in. cubes.