Step 1: Make the Filling
Cook the Roux: In a medium saucepan, melt the butter over medium heat. Add the flour and stir continuously for 1-2 minutes to cook out the raw flour taste.
Add Milk: Gradually whisk in the milk, stirring constantly until the mixture thickens into a creamy sauce. This should take about 5-6 minutes.

Season: Add salt, pepper, and nutmeg to the sauce, and stir to combine.

Add Ham and Cheese: Stir in the chopped ham and shredded cheese until melted and well incorporated.
Chill the Mixture: Transfer the mixture to a bowl, cover it, and refrigerate for at least 1 hour (or overnight) to firm up the filling for easier shaping.
Step 2: Shape the Croquettes
Form the Croquettes: Once the filling is chilled and firm, scoop out small portions (about 2 tablespoons each) and shape them into oval or cylindrical croquettes using your hands.
Prepare the Coating: Set up a breading station with three shallow bowls—one with flour, one with beaten eggs, and one with breadcrumbs.
Step 3: Bread the Croquettes
Coat the Croquettes: Dredge each croquette in the flour, dip it into the beaten egg, and finally roll it in breadcrumbs to coat evenly.
Repeat: Continue breading all the croquettes.
Step 4: Preheat the Air Fryer
Preheat: Preheat your air fryer to 375°F (190°C) for 3-5 minutes.
Step 5: Air Fry the Croquettes
Arrange in Basket: Lightly spray the air fryer basket with cooking oil, and place the croquettes in a single layer. Make sure not to overcrowd the basket—cook in batches if necessary.
Spray with Oil: Lightly spray the tops of the croquettes with olive oil spray to help them crisp up.

Cook: Air fry the croquettes at 375°F for 10-12 minutes, turning them halfway through, until golden brown and crispy on all sides.
Step 6: Serve
Serve Hot: Serve the croquettes immediately, while they are hot and the cheese is still gooey inside. Pair with a dipping sauce like honey mustard, aioli, or marinara.
Tips:
Chilling is Key: Make sure to chill the filling long enough to ensure the croquettes hold their shape while cooking.
Cheese Choice: Feel free to experiment with different types of cheese, such as mozzarella for extra stretch or blue cheese for a bold flavor.
Storage: You can freeze the uncooked croquettes and air fry them straight from the freezer. Just add a few more minutes to the cooking time.
Conclusion:
These Air Fryer Cheese and Ham Croquettes offer a delicious combination of savory ham and melted cheese inside a crispy coating. Perfect as finger food or a light meal, they’re a great alternative to deep-fried croquettes, retaining all the flavor and texture but with less oil.