HEAT oven to 350°F. Flatten dough on lightly floured surface with hands. Roll into 12x8-inch rectangle with rolling pin. (If dough is difficult to roll, cover with plastic wrap and let stand at room temperature for 30 min. before rolling out.) Top with ham to within 1/2 inch of edges. Mix Cheddar cheese and dressing; spread over ham.

MOISTEN edges of dough with water. Starting at one of the long sides, fold one-third of dough over filling; repeat with other long side. Pinch seams together to seal. Place, seam-side down, on lightly greased baking sheet. Cut three diagonal slits in top of dough with kitchen shears. Brush with egg; sprinkle with Parmesan cheese.

BAKE 35 to 40 min. or until golden brown. Cool 10 min. before slicing.