Finely dice the ham. Finely puree 2/3 of the ham and ricotta. Stir in lemon zest and juice. Season to taste with salt and pepper. Wash the rocket, dab dry and chop coarsely, except for a little bit for garnishing.
Melt the fat in a saucepan, dust with flour and sauté for about 1 minute. Add stock and milk bit by bit while stirring. Cook cannelloni in plenty of boiling salted water for about 10 minutes. Carefully lift out and rinse with cold water. Cut the cannelloni into thirds. Pour half of the béchamel sauce onto the bottom of an ovenproof casserole dish. Place the cannelloni upright on top. Fill the ricotta-ham mixture in a piping bag and squirt into the cannelloni. Spread the rest of the béchamel into the gaps between the cannelloni. Grate the Parmesan finely.
Place the cannelloni upright on top. Fill the ricotta-ham mixture in a piping bag and squirt into the cannelloni. Spread the rest of the béchamel into the gaps between the cannelloni. Grate the Parmesan finely. Sprinkle the rest of the ham cubes and parmesan on top. Bake in the preheated oven (electric cooker: 200 °C/ convection oven: 175 °C/ gas: level 3) for about 15 minutes until golden brown. Remove and serve garnished with the remaining rocket