1. Clean the endives, remove any damaged leaves and the core.
2. Cook the endives in a pot of salted boiling water for 10 minutes. Drain them.
3. Roll each endive in a slice of ham and place them in a buttered gratin dish.
4. Preheat the oven to 200°C (400°F).
5. Melt the butter in a small saucepan, sprinkle in the flour, mix with a wooden spoon, add the white wine and bring to a boil while stirring.
6. Stir in the cream, salt, pepper, and nutmeg, then mix well.
7. Pour the cream over the endives.
8. Grate the mountain cheese over the dish.
9. Bake for 20 minutes.
10. Serve immediately after removing from the oven, accompanied by a green salad.
11. Enjoy in moderation.