Beat the butter until frothy. Stir in the egg yolks, season with salt, pepper and nutmeg. Add the cream and flour. Beat egg whites until stiff and fold in loosely.
Line a baking sheet with parchment paper and spread the dough about an inch thick. Sprinkle evenly with the diced ham and the parmesan. Bake until golden in about 20 minutes.
Let cool, cut into lozenges and add to the hot broth just before serving.