Peel and dice the potatoes, cut the carrot and celery into slices. Retain some of the vegetables and cook the rest with the potatoes in the stock and then puree.
In the meantime, cut the ham into strips, sweat with the remaining vegetables in hot butter and add to the pureed soup. Add the processed cheese and bring to the boil briefly.
Then season to taste with salt, pepper and nutmeg (freshly ground pepper and nutmeg - that makes it a little more refined than just finished in the glass). Mix with the egg yolk and serve with chopped parsley.