Dice the shallot and yellow bell pepper. Heat a pan over medium heat and fry the diced shallot and pepper with the tomato paste for about 2-3 minutes. Add the quartered cocktail tomatoes and the spinach (defrosted if frozen and well drained). Dice the feta cheese and add half of it to the pan with the herb cream cheese. If desired, deglaze with a splash of white wine for about 1 minute. Season well with salt and pepper.
Spread the vegetable and cheese mixture evenly on the cooked ham slices, roll up each slice, and place them seam-side down in a baking dish.
Scatter the remaining diced feta cheese over the top and bake in the oven at 180°C (356°F) for 20 minutes.