Cut off the roots and the green part of the leeks. Cut the leeks downwards in a cross shape from the top, remove the outside leaves and wash in plenty of water to remove any soil from between the layers. Cut into regular pieces and cook in boiling salted water for 10 minutes. Drain.
Heat the oil, add the flour and fry gently. Boil the milk and pour over, stirring all the time to make a smooth béchamel sauce. Season with salt, pepper and a little nutmeg. Cook for 5 minutes, stirring all the time. Remove from the heat and add half the butter.
Arrange the leeks on an oven-proof dish, leaving spaces between them. Pour the béchamel over and top with the rest of the butter in small pieces and grated cheese. Brown under the grill then place the iberico or serrano ham slices between the leeks so that the fat melts with the heat of the dish, bringing out the taste of the ham. Serve immediately.