Thaw the bread dough overnight, then bring to room temperature before rolling (but don't let it rise).
Preheat the oven to 325 degrees F. Spray a loaf pan with nonstick cooking spray.
On a lightly floured work surface, roll the bread dough into a 9-by-12-inch rectangle. When rolling, if the dough springs back, cover with a dry towel and let it rest for 5 minutes.
Shingle the ham slices onto the dough, leaving a 1/4 inch of exposed dough on all sides. Sprinkle with the cheese and roll the dough into a large log, pinching together the seam and tucking the ends under to seal completely.
Place the log, seam-side down, in the prepared loaf pan and bake until golden brown and cooked through and the internal temperature is 200 degrees, for 50 minutes to 1 hour.
Let it sit for at least 10 minutes. Remove from the pan. Slice and serve.