Heat oven to 350°F. Grease 13x9-inch baking pan. In medium bowl, stir Bisquick mix and milk with wooden spoon to form thick dough. Dump out onto floured surface, and use floured rolling pin to roll into large rectangle about 1/4 inch thick.
Blend ham and cheese in a blender or food processor.
In small bowl, beat mayonnaise, mustard and Worcestershire sauce to make sauce. Spread a the sauce thinly on dough (enough to cover). Top with ham and cheese.
Starting with one long end, tightly roll up dough. Use sharp knife to cut into 16 equal rolls. Place rolls in baking pan, cut side down.
Bake 25 to 30 minutes or until golden. Serve immediately with remaining sauce.