Preheat oven (electric cooker: 200 °C/circulating air: 175 °C/gas: see manufacturer). Line a baking tray with baking paper. Wash the potatoes thoroughly, brush them down if necessary. Place them on the baking tray. Bake for approx. 1 1⁄2 hours in a hot oven.
Cut the jalapeños in half lengthwise, carefully remove the seeds, wash and fill with cheese. Cut ham slices into 4 equal pieces. Wrap 1 piece around each jalapeño half. Place them on the baking tray next to the potatoes about 20 minutes before the end of the baking time.
In the meantime dab meat dry. Heat the clarified butter in portions in a large pan. Fry the steaks one after the other on each side for about 2 minutes. Season with salt and pepper.
Take the baking tray out of the oven. Turn down the oven temperature immediately (electric oven: 100 °C/circulating air and gas: not suitable). Remove the potatoes from the baking tray and place the steaks on top instead. Bake in the oven for about 10 minutes.
Cut the potatoes and open them a little. Add 1 tablespoon of butter to each potato, season with salt and mix lightly with the soft inside of the potatoes using a fork. Remove steaks and jalapeños from the oven.
Serve with the potatoes.