Begin by removing any discolored leaves from the endive and trimming the root end. Place the endives in a sauté pan with the butter and a glassful of water. Season with salt and pepper.

Allow the endives to simmer, covered, until they are quite soft, about 20-30 minutes. If you like, you can let them go longer, allowing them to turn a nice golden brown. Either way, drain the endives, root ends up, so that any excess water will drain off. (You may be tempted to skip this step, but don't—otherwise, you may wind up with soggy vegetables and a runny sauce!)

While your endives are braising, make your béchamel sauce in the usual way, and when it is done, add the gruyère, holding back about a third, however, for later. For extra flavor, you can add some of any cooking liquid left over from the braising or draining of the endives. (This sort of béchamel with cheese is called a sauce mornay.)

When your endives are well drained, take them one by one, and place them on one of the ham slices, then roll the slice around the endive, covering it completely.

Butter a baking dish just large enough to contain your endives. Arrange them neatly in the dish, then pour over the mornay sauce. Cover the dish with the remaining cheese. Dot the top with some additional bits of butter.

Bake the dish in a hot oven (200C/400F) for about 30 minutes, or until the top is nicely browned and the sauce is bubbling hot. Let the dish cool off for a few minutes before serving.