Make a roux with the butter and flour.
Off the heat, add the warm milk, salt, and pepper, stirring constantly.
The sauce will thicken slowly. Add the grated cheese, mustard, and nutmeg.
Continue to mix until the cheese has completely melted. Add the diced ham and reserve warm.
Cut the éclairs in half. Fill a piping bag with the Mornay sauce, close and decorate the top of the éclairs.
For a better result, assemble your éclairs in advance and refrigerate them. Reheat for 1 minute in the microwave before serving.