Clean, wash and cut the leek into 8 equal pieces. Wrap 1 slice of ham around each leek and place it in a greased casserole dish with the seam facing down. Melt the fat in a saucepan.
Sweat flour in it. Add milk and cream while stirring. Season to taste with salt, pepper and nutmeg. Spread the sauce over the leek rolls. Sprinkle with cheese. Cook in the preheated oven (electric cooker: 200 °C/ convection oven: 175 °C/ gas: level 3) for 15-20 minutes.