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1. 01Braise the endives.Melt 1 tablespoon of the butter in a wide lidded pan. Add endives, water, and lemon juice. Cover and cook over medium-low heat for 20–25 minutes, turning once, until tender. Uncover briefly if necessary, then transfer to a colander and let drain and cool enough to handle.
2. 02Make the sauce.Heat the oven to 400°F / 200°C. Melt the remaining butter in a saucepan. Stir in flour for 1 minute, then gradually whisk in milk. Simmer gently for 5–7 minutes, whisking, until the sauce thickens.
3. 03Season and add cheese.Take the sauce off the heat. Stir in about two-thirds of the cheese, nutmeg, salt, and pepper. Taste before adding extra salt, since the ham and cheese are already seasoned.
4. 04Wrap and arrange.Gently press excess moisture from the cooled endives with clean paper towels. Wrap each in a slice of ham and arrange seam-side down in a baking dish. Pour over the sauce and scatter with the remaining cheese.
5. 05Bake and rest.Bake for 20–25 minutes until bubbling, browned in patches, and at least 165°F / 74°C in the center. Rest for 5 minutes before serving.

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