Preheat the oven to 200C/180C Fan/Gas 6. Line a large baking tray with baking paper.
Unroll both pieces of pastry and join two of the short ends to make one long piece, pressing the two edges together. Place your long piece of pastry on a work surface, making sure to keep the pastry on the pieces of paper it comes wrapped in, as it will make manoeuvring it much easier later on.
Mix the ketchup and paprika together in a small bowl and spread all over one side of the pastry, leaving just 1cm/½in free round the edges. Lay the slices of turkey or ham on top, followed by the cheese.
Roll up the pastry like a Swiss roll, starting from the long edge. Try to roll it as tightly as possible. Once it’s rolled, bring the two ends together to create a ring and join by squashing the pastry together.
Place the pastry ring on the prepared baking tray. Using a sharp knife, cut 2cm/¾in width slits around the edges, making sure not to go all the way through. Gently pull and twist each section of pastry and lay the slices on their side, so the swirly bits are slightly exposed.
Brush the top of the pastry with beaten egg and sprinkle with the salt and sesame seeds. Bake in the oven for 30 minutes.
Once out of the oven, leave to cool slightly on the tray. Serve.