Place broccoli in a steamer basket over 1 in. of boiling water in a saucepan. Cover and steam for 5-8 minutes or until crisp-tender. Rinse in cold water; drain well. In a bowl, combine broccoli, cheese, ham, onions, parsley, nutmeg, salt and pepper.
On a floured surface, roll out pastry; cut each in half.
Place 1-1/2 cups filling on one side of each half; flatten filling with a spoon.
Combine egg and cream; brush some over pastry edges. Fold pastry over filling. Seal edges and prick tops with a fork.
Place on a baking sheet; brush with remaining egg mixture.
Bake at 400° for 18-22 minutes or until golden brown.