Bring a large pan of water to the boil and boil the chicory whole for 6-8 mins until soft. Drain. Wrap the ham slices around the drained cooked chicory and place in a large casserole dish.

Meanwhile, make the sauce: melt the butter in a saucepan over medium heat, then whisk in the flour and allow to cook out for a minute before very slowly drizzling in the milk, whisking the whole time. Every time you add a little more milk, whisk until it is smooth before adding more. Once it has thinned out more, you can add the milk more quickly without it getting lumps. Bring to the boil, then simmer gently for 10 minutes until thickened, checking and whisking regularly to ensure it doesn't catch. Add the cheese and nutmeg and stir to combine, then season to taste.

Pour the cheese sauce over the ham-wrapped chicory and sprinkle over the Parmesan. Grill (broil) under medium-high heat for 5 minutes or until golden and bubbling. Sprinkle over the herbs and serve hot with a green salad and crusty bread.