1. In a small saucepan, melt butter; stir in flour. Stir in the mustard, horseradish, Worcestershire sauce, onion and salt. Combine the pineapple juice, milk and egg yolk. Gradually stir into butter mixture. Bring to a gentle boil; cook until thickened. Remove from the heat and set aside.
2. Top each piece of ham with a cheese slice and two to three broccoli spears. Spoon 1 tablespoon sauce over broccoli. Roll-up, securing with toothpicks if necessary. Place, seam side down, in a greased shallow baking dish. Top with remaining sauce.
3. Cover and bake at 350° for 15-20 minutes or until heated through. Discard toothpicks. Yield: 2 servings.