Mix tomato paste, ketchup and 1 teaspoon thyme, season with pepper. Clean the mushrooms, wash if necessary and cut into slices. Cut ham in half.
Unroll the dough and cut crosswise into 4 strips of approx. 9 cm wide. Spread the lower halves with tomato paste, leaving a rim. Cover with ham, mushrooms and cheese. Brush the edges of the dough with water, fold the upper half of the dough over the filling and press the edges well. Bake in the oiled Belgian waffle iron in portions for about 5 minutes. Serve with a green salad.