Preheat oven to 425 degrees F. Spray a large baking sheet with non-stick spray. Set aside.
For Dough: In the bowl of an electric stand mixer, fitted with the dough hook, mix the warm water, sugar, oil, yeast and salt. Add the flour gradually until a soft dough forms and pulls away from the sides of the bowl. The dough should be soft and smooth. Knead the dough for 3 minutes in stand mixer. Cover dough with a kitchen towel and let rest for 10 minutes. Once dough has rested, roll it out into a large rectangle. About 18x12-inches.
Top the dough evenly with the slices of ham, then sprinkle evenly with the shredded Swiss cheese. Starting with the longer end, roll dough up over the filling to form a large log. (Just like you would roll up cinnamon rolls.) Then cut into 12 equal pieces. Place the rolls on the prepared baking sheet. 3 across and 4 down. Cover rolls with a kitchen towel and let rest for 5 minutes.
Mustard Sauce: Combine the melted butter, mustard, minced onion and Worcestershire sauce in a medium bowl. Stir to combine then pour sauce evenly over the rolls.
Bake rolls for 14 to 16 minutes or until dough is golden-brown. Carefully remove from oven and let stand about 5 minutes before serving. Enjoy!