1: Peel 750 g shallot, rinse and slice medium thick (about 1/4 inch or 4-5 cm). A mandolin is ideal for this. Preheat the oven to 300°F (150°C).
2: Spread the shallot slices on a baking sheet (or more than one) in a single layer. Coat them with oil using a brush, then salt lightly and pepper. Turn the slices over and do the same on the other side.
3: Put in the oven to "confit" for about 1 hour. Set aside. Turn the oven up to 430°F (220°C).
4: Pour 200 ml liquid cream into a small saucepan on medium heat and bring to the boil.
5: Add 100 g Époisses, cut into pieces, and stir until melted in. Do not add any salt, as the cheese should be salty enough, but pepper generously. Then check the seasoning. Set aside.
6: Lay 4 slices cured ham out flat on a baking sheet...
7: ...and grill lightly in the oven for just 3 or 4 minutes. Set aside.
You can use onions instead of shallots in this recipe, but do remember that onions have quite a sweet flavour when prepared as a confit. If you don't have puff pastry, use shortcrust pastry instead, though the effect will be less refined. You can also use a different cheese instead of Époisses, but try to opt for one with a similar soft past, such as Roblochon.