Step 1: In a saucepan over medium high heat melt the butter and then add the onion, cooking until golden (8-10 minutes). Stir in the flour and cook 2 more minutes. Stir in coffee and cream and then transfer mixture to a blender and puree until smooth. Return the gravy to the pan and simmer until thickened (2-5 minutes). Chop 2 ounces of the ham and stir into the gravy along with the vinegar, salt and pepper.
Step 2: Preheat the oven to 400 degrees F.
Step 3: On a floured board and working with one sheet of crescent dough at a time, roll dough into a 9" x 12 1/2 inch rectangle. Cut dough lengthwise into six 1 1/2 inch wide strips. Twist strips, one at a time, by holding the ends of the strips and twisting dough in opposite directions and coil one twist of dough around itself to make a 2 inch round. Pinch the end of a second twist of dough onto the round; continue coiling dough to make a 4 inch round. Tuck and pinch end of dough under danish to seal. Transfer danish to a parchment paper lined cookie sheet; cover with damp dish towels until all the danishes are formed. Using your fingers, press and stretch the center of each danish to make a shallow well. Brush danish with egg.
Step 4: Cut out twelve 4 inch squares of parchment paper; place one square over each danish. Fill well with dried beans or pie weights and bake until golden and puffed (10-15 minutes). Remove paper and beans and spoon gravy into wells of danish, top with remaining ham, and half the cheese; bake until browned (6-10 minutes). Garnish with remaining cheese.
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