In a saucepan, combine milk, butter, salt, pepper, and nutmeg over medium-high heat. Bring to a boil, then remove from heat. Add all the flour at once, stirring well. Return to medium heat and cook, stirring constantly, for 1-2 minutes until the mixture forms a ball and pulls away from the sides of the pan.
Transfer the dough to a bowl and let cool for 1-2 minutes. Stir in the eggs one at a time, making sure each is fully incorporated before adding the next. Then fold in the cheese, ham, and sweet cream.
Line a baking sheet with parchment paper. Using 2 teaspoons, drop mounds of dough onto the sheet, spacing them evenly.
Bake at 160°C (320°F) for about 25 minutes on the middle oven rack until golden brown.
Serve the gougères lukewarm. They can be frozen for later and reheated before serving.