Preheat oven (electric cooker: 225 °C/circulating air: 200 °C/gas: see manufacturer). Clean and wash the chicory and cook in boiling salted water with lemon juice for about 5 minutes. Coarsely grate the cheese. Heat butter.
Briefly sauté the flour in it. Stir in milk and bring to the boil. 1⁄3 Melt cheese in it. Season to taste with salt, pepper and nutmeg.
Drain the chicory, quench and squeeze a little. Wrap 1 slice of ham around each and place in an ovenproof dish. Pour the sauce over them and sprinkle with the remaining cheese. Bake in the oven for about 15 minutes.
Potatoes taste good with it.