Preheat oven to 180 degrees C. Grease and flour a 12-hole muffin tin.
Line 12 muffin tin cups with the empanada pastry.
In a frying pan, melt butter over medium heat. Add mushrooms and saute for 5 minutes. Add diced onions and cubed ham, then cook for another 5 minutes. Pour in the white wine, reduce heat and simmer for 10 minutes then remove from heat and set aside.
In a separate bowl, whisk egg with cream. Season with salt, ground nutmeg and thyme.
Evenly distribute the mushroom mixture among 12 pastry cases. Pour egg and cream mixture over mushrooms.
Bake in the preheated oven for 20 to 30 minutes, or until lightly browned and firm. Remove from the oven and serve warm.