Step 1: Lightly grease a baking dish.
Step 2: 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.
Step 3: 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.
Step 4: Gradually whisk the milk into the flour mixture, whisking constantly until thick and smooth.
Step 5: 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.
Step 6: Preheat an oven broiler to low.
Step 7: Drain the endives.
Step 8: Wrap each endive with a slice of ham, and place into the prepared baking dish.
Step 9: Pour the cheese sauce over the endives.
Step 10: Sprinkle with the remaining 1/4 cup Gruyere cheese and parsley.
Step 11: Cook the endives under preheated broiler until cheese is golden brown and sauce bubbles, about 10 minutes.
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