Preheat the oven to 375 degrees Fahrenheit.
Take a bowl and place butter in it. Place the bowl over simmering water and allow the butter to melt. Take the bowl out of the simmering water right after the butter melts. You can also place the butter in the saucepan directly and melt it by placing it over the heat.
Add in mustard, poppy seed, onion and Worcestershire sauce and cook for some time, until the onions become transparent.
Now, take the party rolls and do not separate them from each other. Just slice them horizontally. Pour the butter mixture over each side of the part roll, evenly distributed. Now, fill them with ham and cheese, evenly distributed.
Join both the sides together and place the rolls in a large pan and cover it with foil. Place the pan into the oven and bake for around 15 minutes.
Take the rolls out of the oven and serve.