Bring a large pot of lightly salted water to a boil over medium-high heat.
Place the endives into the water. Cover, and cook until tender, 5 to 10 minutes.
Place the butter into a saucepan, and melt over medium heat.
Whisk in the flour, and stir until the mixture becomes paste-like and golden brown. Gradually whisk the milk into the flour mixture, whisking constantly until thick and smooth. Stir in 3/4 cup Gruyere cheese, Parmesan cheese, nutmeg, salt, and pepper until well blended. Cook gently over medium-low heat for 10 minutes, stirring frequently.
Preheat an oven broiler to low.
Drain the endives. Wrap each endive with a slice of ham, and place into the prepared baking dish.
Pour the cheese sauce over the endives.
Sprinkle with the remaining 1/4 cup Gruyere cheese and parsley.
Cook the endives under preheated broiler until cheese is golden brown and sauce bubbles, about 10 minutes.
