Preheat oven to 325° F.
Wash the leek, carefully removing the excess so only the stem remains. Cut the leeks in half to yield 8 pieces.
Place the leeks into a pan of boiling, salted water and cook for 7 to 8 minutes, remove and place into cold water.
When the leeks are cold, dry on kitchen paper, wrap each piece of leek in two slices of ham and place into a baking dish.
Add half the smoked Cheddar to the white sauce. Season with salt and pepper. Pour the sauce over the leeks.
Sprinkle the remainder of the cheese on top of the sauce and bake until golden, and 15 to 25 minutes.
*White sauce is made with a base of butter, flour and milk.