How to Make It
Preheat oven to 425°F. Place endive halves, cut side up, in an 11- x 7-inch baking dish; drizzle with oil and sprinkle with salt. Bake in preheated oven until tender, about 25 minutes.
Meanwhile, melt butter in a small saucepan over medium. Whisk in flour, and cook, whisking constantly, until smooth, about 1 minute. Gradually whisk in warm milk, and cook, whisking often, until mixture thickens, about 2 minutes. Remove from heat.
Arrange ham slices on top of roasted endive. Pour sauce evenly over ham. Sprinkle with cheese. Bake at 425°F until browned, about 15 minutes.