Defrost 4 frozen Rhodes dinner rolls for 1.5 to 2 hours per sandwich you want to make.
Use hands to "smush" them together, then place between two pieces of parchment paper and roll thin making sure there are no holes.
In the middle sprinkle shredded cheese, diced ham, season meat with salt and pepper and place small cubed pieces of chicken on the very top. If you want to add dijon inside squeeze some on now.
Fold top and bottom over and press gently to seal. Leave just enough dough on ends to seal tightly so nothing leaks out. Now you have your "pocket"
Preheat air fryer to 350 degrees F for 5 minutes. Spray inside of basket with non stick spray.
Place 1-2 pockets inside with seams facing up. Whisk egg in a cup and brush on sides facing up.
Air fry for 4 minutes, then flip over and brush egg wash over the top again. Close and cook an additional 3-4 minutes or until outsides are a deep golden brown.
Remove and brush melted butter over the top. Allow to rest for 5 minutes. Slice in half (ensure chicken is cooked through, if diced small to begin with it won't be an issue) and enjoy with a dip of dijon if desired.