Scrub the mussels well, then yank out the little beards and discard.
Heat the oil in a heavy frying pan and cook the onion for five minutes until soft.
Add the ham, white wine and sherry and bring to the boil. Add the mussels and clamp the lid on tightly.
Allow to boil for one minute, then give the pan a big shake, remove the lid, and use a pair of tongs to remove the mussels as they open. When all the mussels have opened ( discard any which do not), return them to the pan and toss well in the sauce and transfer to a large platter.