Pour the milk into a saucepan, add the cloves, peppercorns, shallot and bay leaf. Bring to a light simmer over a moderate heat for 10 minutes. Strain the milk through a sieve and return to the pan. Discard the solids.
Add the chopped ham to the pan and cook for a further 2 minutes, stirring constantly then remove from the heat.
In a separate saucepan, melt the butter over a moderate heat. Stir in the flour to create a crumbly texture. Cook, stirring constantly for about 4-5 minutes. Remove from the heat Then pour in half the ham/milk mixture. Stir well. Pour this mixture into the pan and stir again until fully incorporated. Spoon the sticky mixture onto a plate and smooth out. Leave to completely cool.
Arrange 2 shallow bowls, one with the flour, seasoned generously with salt and pepper) the next with the beaten egg, and a third with the breadcrumbs.
Take a small golf ball sized piece of the ham mixture and mould it into a croquette shape. Dip it into the flour to coat. Tap off any excess flour then dip into the egg. Lastly, roll the croqueta in the breadcrumbs to fully coat. Arrange on a plate as you continue, using up all of the mixture. Cover the croquetas with plastic wrap and place in the fridge for 1 hour to firm up.
Heat the oil in a saucepan until hot (around 360ºF/180ºC). Drop in 4-5 croquetas and fry until golden brown. Drain on paper towels and repeat until all the croquetas are fried.
The perfect tapas dish eaten either hot or cold. They can also be made in advance and warmed in the oven for about 15 minutes.
I love to serve mine alongside a little bowl of mayonnaise to dip.
Notes
Ham - you can use any kind of cured ham like Italian proscuitto. Don't use the expensive stuff like pricey serrano or iberico, that's too good to use up on a croqueta. Buy the inexpensive brand - it won't sacrifice on flavour.
Refrigeration - once cooked, the croquetas will be good for a few days in the fridge. Either eat cold or warmed in the oven until hot (about 10 minutes at 350ºF/180ºC)
Freezer - for the best results, freeze the croquetas before you cook them. Coat the croquetas in breadcrumbs and then arrange in a single layer (not touching) on a baking tray. Freeze until completely solid, then tumble the croquetas into a plastic bag. Defrost completely in a single layer and then fry as normal.
Serving suggestion - I love to serve my croquetas with some kind of aioli (alioli) - try my smoked paprika alioli at: cookeatworld.com/asparagus-with-smoked-alioli/