Heat the oils in a medium saucepan over medium heat. When hot, add the flour and cook, whisking for a minute or two, don’t let the roux brown, you want a nice blonde roux for your bechamel. Slowly pour in the milk while whisking constantly to avoid lumps. Cook, stirring for another 2-3 minutes until the mixture is smooth and thickened. Mix in the ham, cheese and nutmeg with a spoon until well incorporated and the mixture pulls away from the sides of the pan. Taste for seasoning. Spread the mixture out evenly in a small square 8×8 baking dish. Cover with plastic wrap, make sure the wrap is touching the top of the filling so a film doesn’t develop on top. Cool completely in the refrigerator, at least 2 hours or preferably overnight.