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1. Preheat the oven to 325°F. With a pastry brush, spread 2 tablespoons of the softened butter evenly over the bottom and sides of a baking-serving dish large enough to hold the endives in one layer.
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2. With a small, sharp knife trim off the bases of the endives (making sure not to cut so deep that the leaves separate) and wash the endives under cold running water.
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3. Pat them completely dry with paper towels, then arrange them side by side in the buttered dish and with a pastry brush spread them with the remaining 2 tablespoons of softened butter.
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4. Sprinkle the endives with ½ teaspoon salt and ¼ teaspoon of white pepper, and pour the lemon juice over them.
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5. Cover the endives with a sheet of wax paper cut to fit flush with the inside rim of the dish. Then bake in the middle of the oven for about 1½ hours, or until the bases of the endives are tender and show no resistance when pierced deeply with the point of a skewer.
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6. With tongs or a slotted spatula carefully transfer the endives to a plate.Pour off any liquid remaining in the dish and set the dish aside.
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7. Raise the oven temperature to 375°F. In a small flameproof baking pan, melt 1 tablespoon of the butter over moderate heat. When the foam begins to subside, add the chicken breast and turn it about with a spoon until it glistens on all sides.
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8. Remove the pan from the heat, sprinkle the chicken with ¼ teaspoon salt and 1/8 teaspoon white pepper, and cover it with wax paper cut to fit inside the pan.
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9. Poach the chicken in the middle of the oven for 8 to 10 minutes, or until the flesh feels firm to the touch. Transfer the chicken to a plate and, with a sharp knife, cut it into ¼-inch dice. Place the diced chicken in a small bowl and set aside.
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10. In a heavy 1½- to 2-quart saucepan, melt the remaining 3 tablespoons of butter over moderate heat, stir in the flour, and mix thoroughly. Pour in the chicken stock and, stirring constantly with a wire whisk, cook over high heat until the sauce thickens heavily and comes to a boil.
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11. Reduce the heat to low and simmer for about 5 minutes to remove any taste of raw flour, then stir in the cream, nutmeg, ¼ teaspoon of salt and a pinch of white pepper. Taste for seasoning and add more salt or pepper if necessary.
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12. Pour about ¼ cup of the sauce over the reserved chicken dice and mix well. Then beat the egg yolk into the remaining sauce and when it is completely absorbed stir in the cheese.
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13. Increase the oven heat to 400°F. With a sharp knife, slit each endive in half lengthwise, cutting to within about 1 inch of the base. One at a time, spread the endives open butterfly fashion and flatten one half gently with the side of a cleaver or large knife.
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14. Divide the chicken mixture into 6 equal portions. Spread one portion of the chicken mixture on the flattened sides of each endive, then fold the other half of the endive over the filling and wrap each stuffed endive securely in a slice of ham.
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15. Arrange the wrapped endives side by side (seamed side down) in the baking-serving dish and spoon the reserved sauce evenly over the top. Bake in the middle of the oven for about 10 minutes, or until the sauce begins to bubble.
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16. Then place the baking dish under a preheated broiler (about 3 inches from the heat) for a minute or so to brown the sauce further. Serve at once, directly from the baking dish.
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