Wash the witlof and cut in half longways. Cut the bitter stalk out of the middle.
Melt half of the butter in a frypan and sauté the chicory for 5 minutes. Remove from frypan and set aside.
Melt the remaining butter and stir in flour then gradually the hot milk. Mix hard with a whisk and bring to the boil. Simmer for 5 minutes over low a heat while stirring continuously. Add half of the cheese to the sauce. Season with nutmeg and pepper.
Wrap each half of witlof in a slice of ham then place in a baking dish. Pour sauce over top. Sprinkle with the remaining cheese.
Baste with the sauce and bake for 25 minutes until golden brown.