Steam the broccoli, take it out and dry with paper towels, season with salt and pepper.
To make the rolls, place a fillet of ham over the broccoli and cheese and roll, placing them in a baking dish as you go.
Make the white sauce with milk, flour, oil and nutmeg.
The rolls are covered with white sauce and sprinkled with grated cheese.
Preheat the oven to 180 degrees, bake for 10 minutes, and then grill until the cheese is golden.
12 servings