Remove the hard end of the endives, making sure they stay intact. Remove any dark or damaged ends.
Place water and wine in a large saucepan and bring to a boil. Add the endives, salt and bring back to a boil. Lower the heat, cover and cook for about 10 minutes.
FOR THE SAUCE
Melt the butter in a small saucepan. Stir in the flour and mix well. Add the milk and the wine water, salt, pepper and nutmeg.
Bring to a boil, stirring with a whisk until the sauce is smooth and bubbling. Cook for about 1 to 2 minutes.
ASSEMBLY & COOKING
Remove the endives from the water wine boil, save the liquid. Drain the endives and roll the ham around each.
Preheat the oven at 375F.
Butter a gratin dish and place each ham-wrapped endive in the dish. Spread the sauce over the endives. Scatter the Gruyere cheese.
Place in the hot oven and bake for 10 minutes or until the top is nicely browned.
Squeeze all the juices out of your endives. Endives hold water; you do not want excess liquid when combined with your cream.
I added cooking wine and water to create the sauce with this recipe. The richness of the wine adds a new layer of flavor, or as I like to call it, deliciousness. Please do not skip this step, as you will regret it. The difference that it makes is incredible.
As every oven is different and altitude has a lot to do with oven baking, make sure that it is bubbling and browning gently.