1. With a small, sharp knife trim the base of the endive and wash them under cold running water. (In Germany, part of the bitter center core at the base is sometimes cut out when the endive is trimmed. You may remove about ¼ inch of the core if you like, but take care not to cut so deeply that the leaves break apart.)
2. Arrange the endive in one layer in a 12-inch stainless-steel or enameled skillet and pour the milk and water over them. Add the salt and heat until small bubbles appear around the rim of the pan.
3. Reduce the heat to low, cover the pan tightly and simmer for 20 minutes, or until the endive are tender but not falling apart. Preheat the oven to 400°.
4. Remove the endive from the pan with tongs and drain them on a double thickness of paper towels. Wrap each one in a slice of ham, then in a slice of cheese.
5. Generously butter a shallow 8-by-10-inch baking dish and arrange the endive rolls in it side by side. Bake undisturbed in the middle of the oven for 10 minutes, or until the cheese softens and has melted. Serve at once, directly from the baking dish.
