Place a rack in the middle of the oven and preheat it to 220 °C / 430 °F or fan-assisted oven to 210 °C / 410 °F.
make the pie
Unroll the puff pastry. Place onto the prepared baking sheet. The shorter side of the puff pastry should be facing you. Brush with mustard. Place the ham on top of the mustard, leaving about a 2 cm (1-inch) edge all around the pastry. Arrange the sauerkraut on top of the ham, then place the cheese on top of the sauerkraut. Fold the pastry over the filling. Press the edges together tightly and close with the tines of the fork.TipWash the sauerkraut under running water before using and drain well.
Whisk the egg and brush the top of the pastry with an egg wash. Cut a few slits in the top using a knife to allow steam to escape. Sprinkle with salt. Transfer the Ham and Cheese Puff Pastry with the parchment paper to a baking sheet and place in the preheated oven. Bake for 25 minutes at 220 °C / 430 °F or in a fan-assisted oven at 210 °C / 410 °F.
While the pie is baking, make the Russian dressing. In a small bowl, stir to combine the diced pickles, diced onion, mayo, ketchup, and pickle liquid. Optionally stir in hot sauce to add some spiciness. Stir to combine and place in the fridge until needed.
Remove the Ham and Cheese Puff Pastry with Sauerkraut from the oven and set aside for 5 - 10 minutes to cool. Cut into slices and serve with the homemade Russian Dressing.