Preheat oven to 350 and grease two 9x13 baking dishes. Cut each package of rolls horizontally in half and place bottom half in each baking dish. Layer the ham, cheese, and pickles and top with remaining top rolls.
Whisk together glaze and brush the top of the rolls with it. Cover and bake 10 minutes. Uncover and bake an additional 5-10 minutes or until rolls are golden brown. Cut into sliders and serve.