Remove the outermost leaves of the chicory, cut out the stalk in a cone shape, wash. Melt the fat, fry the chicory, add a little water, cook for about 1/2 - 3/4 hours, (add water if necessary), season. Roll the chicory in ham.
For the cheese sauce, melt the fat, add the flour while stirring, slowly add the milk, stir well and simmer. Remove from the fire, add cheese and season.
Butter the ovenproof dish, a layer of cheese sauce, then the chicory, pour the remaining cheese sauce over it and sprinkle with cheese. Place under the grill until the cheese has crusted.