Preheat oven to 350°F. Lightly spray a 9x13-inch casserole dish with cooking spray.
Crack eggs into a bowl and remove 3 yolks. Set yolks aside. Add milk to remaining eggs, whisk well.
In a nonstick skillet, melt butter over medium-low heat. Add egg mixture and scramble gently until just set, about 4 minutes. Season with salt and pepper.
On a lightly floured surface, roll out crescent dough into a 10x15-inch rectangle.
Spread Dijon mustard over dough, layer with ham, sprinkle cheese, and add scrambled eggs.
Slice dough into 8 strips. Roll each like a cinnamon roll and place in the casserole dish.
Cover and let rest for 10-15 minutes.
Bake 50-55 minutes until golden brown and baked through.
Make hollandaise: Blend reserved yolks, lemon juice, salt, and cayenne in a measuring cup with immersion blender until light in color. Slowly drizzle in hot melted butter while blending until thick and creamy.
Spoon hollandaise over rolls, garnish with chives and extra cayenne.