Place the butter, mustard, Worcestershire, onion and poppy seeds into a small, microwave safe bowl. Cook for 30-45 seconds, or until butter is melted. Stir together and set aside,
While the rolls are still connected, slice them in half using a long serrated knife. Separate rolls and place on a foil-lined cookie sheet.
Cut or fold each piece of cheese into four square quarters. Layer two slices of ham and two quarters of cheese on each bottom bun. Place the tops on, and pour the reserved butter mixture over the top.
Cover with aluminum foil and bake for 15-20 minutes, until cheese is melted. Serve warm.