Preheat the oven to 180C/350F/Gas 4. Boil the beetroot in slightly salted water, peel and cut into 3mm/⅛in slices. Place the beetroot into a bowl and mix with two tablespoons of the olive oil and mustard. Fry the leek in the remaining oil until soft.
Melt the butter in a saucepan over a medium heat, stir in the flour then add the milk in a steady stream until it is all incorporated. Add a grating of nutmeg and a pinch of black pepper then the Cheddar and finally the leeks. Mix until well combined and remove the pan from the heat.
Put a layer of beetroot in the bottom of an ovenproof dish, spoon over some sauce then add a layer of ham. Repeat these layers, finishing with a layer of sauce and a scattering parmesan.
Bake in the oven for 20 minutes, or until golden-brown.