Pour the milk into a large shallow dish and stir in the nutmeg. Add the ham and marinate for 2 to 3 hours in the fridge.
Remove the ham from the marinade. Drain and pat dry with kitchen paper. Discard the milk marinade.
Pound every slice of ham a few times. Lightly beat the egg and pour it in a shallow baking dish. Spread the breadcrumbs on a platter right next to it. Lay the ham slices, one at a time, first in the egg, turning to coat both sides, then lay it in the breadcrumbs. Make sure both sides are well coated.
Heat the oil in a large non-stick frying pan and fry the ham slices from each side until golden, carefully flipping them over once. Serve hot.
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