Marinate the pork in brandy for 8 hours or overnight. Separately, let the peppercorns steep in the white wine 8 hours or overnight.
When ready to cook, remove the pork from the brandy and wrap in prosciutto. Fasten each with a wooden skewer.
In a large frying pan, melt the butter over medium high heat. Add the wrapped pork slices and brown on both sides, about 5 minutes per side. Add the wine with peppercorns, the mushrooms, salt and nutmeg. Allow the wine to reduce for about 5 minutes. Add the cream and thyme, then simmer until the sauce has thickened slightly. Serve with rice or new potatoes.