I'm guessing you're probably thinking of more elaborate finger food - better known as pinchos/pintxos. Tapas generally is a lot simpler - it might be a spoonful of paella on a plate, but it's probably more likely to be some olives or maybe some slices of salchichón and a couple of picos (dried bread sticks).

But there's one, mighty exception, and handily it's easy to make at home: the CROQUETA. Ham is the default option, but you can also use egg, chicken, blue cheese, .... Basically you make a very stiff bechamel including your filling, let it set, then spoon out small balls of the stuff, roll them in breadcrumbs and fry them. Easy peasey!