In a saucepan, melt butter at medium-low heat. Add onion and cook for 1 minute.
Slowly whisk in milk, 1/3 cup of flour, nutmeg, salt, and pepper. Continue to whisk until it becomes a very thick sauce (a roux).
Add in the cooking wine and ground ham to the sauce. Mix together slowly until all is combined. Reduce heat to low and let simmer for 5 minutes.
Transfer the filling to a bowl. Let it rest at room temperature then refrigerate for 2 hours or overnight (the longer the better). The mixture has to harden in order to form into logs and coat evenly. If this step is skipped, it will be very hard to form logs, coat with the breading, and fry. This is an important step. Don't skip it.
Remove the filling from the refrigerator. Form logs from the mixture straight from the fridge. It's ok if they are cold, it will be easier to form the logs this way. You want the logs to be approximately 3" long and 1" wide. If the mixture is sticky as you're making the logs, add bread crumbs, 1 tablespoon at a time, to the mixture until it's no longer sticky.
Continue forming the logs until you have all the croquette logs done then place them back in the fridge to firm up once again, about 30 minutes.**
To bread the croquette logs, you want to set up a breading station. In one bowl, whisk eggs and set aside. In another bowl, mix the remaining flour and bread crumbs.
Remove the logs from the fridge. Dip each croquette log in the egg wash and then coat in bread crumb/flour mixture. Repeat with each one until they are all breaded. Let the croquettes rest at room temperature for 5 minutes before frying.
In a large pot or pan, heat enough vegetable oil to cover the croquettes completely. Fry each croquette until golden brown, approximately 3-4 minutes. Don't crowd the pot too much as you are frying. This will help them all get evenly cooked.
Remove the croquettes from oil and drain on a paper towel-lined plate. Serve with saltines and lime wedges. Enjoy!
Recipe adapted from Cocina al Minuto*You can purchase diced ham or chop up leftover cooked ham and finely grind in a food processor or meat grinder.**Make ahead tip: You can transfer the croquettes to a freezer bag before breading and frying and freeze them for up to 1 month.