Put the ham in a large saucepan with the bay leaf and enough cold water to cover it. Slowly bring to the boil, skimming off any scum that rises to the surface. Reduce the heat, cover and gently simmer for 40 minutes. Remove from the pan of water and set aside on a board.
Preheat the oven to 180 degrees C and put a large roasting tin in to heat. Add the parsnips and onions to the simmering water, bring back to the boil and cook for 2 minutes, then drain in a colander. Leave to cool for a few minutes, then return to the pan. Drizzle with 2 1/2 tablespoons of the oil and toss to coat. Tip the vegetables into the roasting tin and roast for 20 minutes.
Meanwhile, use a sharp knife to cut the rind off the ham, leaving a thin, even layer of fat. Score deep lines across the fat, cutting into the flesh slightly so the glaze can penetrate, then score the fat in the opposite direction to make neat diamond shapes.
Stud the ham with cloves (one per diamond). Blend the mustard, honey and sugar together into a paste, then spread over the fat. Push the vegetables to the sides of the roasting tin and put the ham in the middle. Roast for 10 minutes.
Increase the oven temperature to 220 degrees C. Toss the zucchini in the remaining oil. Add to the tin, turning the roasted vegetables at the same time, then roast for a further 30 minutes until the ham is well glazed and golden. Check that the ham is cooked by inserting a fine skewer into the centre for a few seconds — when removed the juices should run clear.
Remove the ham, cover with foil and leave in a warm place. Turn the vegetables, then sprinkle the sesame seeds and a little freshly ground black pepper over them. Roast for a final 5 minutes until tender and nicely browned. Thickly slice the ham and serve hot with the vegetables.