Into a bowl, add the egg and the milk, mix. Add the salt, mix and set aside.
Roll out the pastry dough, add the mozzarella cheese, cover with the ham, then with another slice of cheese and sprinkle oregano to taste.
Cut the dough, divinding it into equal pieces, rub some water around the edges of the dough then roll it into a log - keep pressing while rolling it up. Press both tips of the dough with your fingers to prevent the filling from leaking. Cut the excess dough off the tips.
Dip the dough in the egg-milk mixture, then coat in the breadcrumbs for breading.
Repeat this process with all the snacks.
Fry in hot oil.