Melt Butter In A Small Saucepan; Stir In Flour. Blend In Salt, Mustard, Horseradish, Worcestershire Sauce And Onion. Combine Pineapple Juice, Milk And Egg Yolk; Mix Well. Gradually Stir Into Butter Mixture. Bring To A Gentle Boil; Cook Until Thickened. Remove From The Heat And Set Aside. Top Each Piece Of Ham With A Slice Of Cheese And Two To Three Broccoli Spears. Spoon 1 Tablespoon Sauce Over Broccoli. Roll-Up, Securing With Toothpicks If Necessary. Place, Seam Side Down, In A Greased Shallow Baking Dish. Top With Remaining Sauce. Cover And Bake At 350 Degrees F For 15-20 Minutes Or Until Heated Through. Remove Toothpicks If Used.