Use any kind of pickle you love. The most important thing is that the size of the pickles matches the size of the slice of ham. So baby dills might be out, unless you lay two end-to-end. You can use dill pickles, kosher dills, sour dill pickles, sweet pickles -- you can even wrap a dill pickle spear in ham. Whatever pickle you choose, pat it dry with a paper towel to keep it nestled in the cream cheese.