Brush the black salsifies thoroughly under water, peel them and place them in vinegar water so that they do not turn brown. Cook the roots in boiling salt water for about 15 minutes. Heat the fat in a saucepan and sauté the flour in it.
Deglaze with milk while stirring. Season to taste with salt, pepper, nutmeg and lemon juice, stir in egg yolk and cheese (do not boil any more). Remove the black salsifies and let them cool down a little.
Halve the ham slices and place 2 slices on top of each other. Wrap 5-6 sticks of black salsify with the ham. If necessary, fix with wooden skewers. Put the black salsify bundles in an ovenproof dish and pour the sauce over them.
Bake in the preheated oven (electric: 225 ° C/ gas: level 4) for about 10 minutes. Sprinkle with pepper from the mill. Garnish with parsley.