Knead the mince with the finely diced onion and chilli pepper, as well as salt, pepper, paprika and season to taste. Divide the mixture into 10 portions and spread on the ham slices. Place a piece of feta cheese on each slice and roll it up.
Place the rolls in a baking dish and preheat the oven to 200 °.
Mix the ketchup and the cream and season with paprika and chili powder if necessary. Pour over the rolls and bake in the oven for 30 minutes.
You can also fill the rolls with mozzarella, mushrooms or paprika strips, depending on your taste.