In a small bowl, whisk the egg yolks until lightly colored.

Stir in the milk, then gradually add the flour and whisk until smooth.

In another small bowl, whisk the egg whites until soft peaks form.

Fold half of the yolk mixture into the whites, add the salt, pepper, nutmeg, cheeses, ham, and onion, and fold in the remaining yolk mixture.

Heat at least ½ inch of oil in a medium skillet over medium-high heat (or use a deep fryer set at 365°F) until it turns a cube of bread light brown in 60 seconds.

Drop the dough by rounded teaspoonfuls into the hot oil.

Cook, turning once, until just golden — do not overcook.

Transfer the cheese balls with a slotted spoon to paper towels and let drain.

Serve hot.