Preheat oven to 200°C. Line 2 large baking trays with baking paper. Place spinach into a large bowl and cover with boiling water. Drain and rinse under cold water. Drain. Squeeze as much liquid as possible from spinach and chop. Place in a bowl. Add ham, 1 cup tasty cheese, all mozzarella and thyme. Stir until combined. Season.
Place a sheet of pastry onto a flat surface. Spread with one-quarter of the mustard and sprinkle with one-quarter of the ham mixture. Roll pastry, enclosing filling. Cut pastry log into 2cm thick pieces and place onto prepared trays, cut-side up. Repeat with remaining pastry and filling. Brush scrolls with egg and sprinkle with remaining tasty cheese. Bake for 20 minutes or until golden and cooked through.