Preheat the oven to 250°C and heat a baking stone or heavy tray inside.
Mix flour, salt, yeast, and water in a large bowl to form a soft dough.
Knead the dough on a heavily floured surface for five minutes until smooth.
Place the dough in a covered bowl and leave it to prove for 20 minutes.
Divide the dough into equal pieces weighing approximately 80g each.
Roll into balls, cover with a towel, and rest for five minutes.
Roll each ball into a very thin disc about 1-2mm thick on a floured surface.
Bake discs one at a time for 5-8 minutes until inflated and golden-brown.
Cool the puff ball rolls on a wire rack.
Roast halved tomatoes with thyme, oil, and seasoning at 150°C for 1-2 hours.
Crisp the Serrano ham in the oven at 200°C for five minutes then tear into pieces.
Simmer garlic and wine for five minutes until the garlic softens.
Blend garlic mixture with egg yolks, anchovies, parmesan, and mustard into a paste.
Emulsify by slowly adding olive oil while blending, then season to taste.
Soften a small circle on the roll base with water and cut out a disc.
Stuff rolls with tossed salad ingredients and serve the dressing separately.