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 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. 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 breading, and fry. This is an important step. Don't skip it.
After 2 hours, remove the filling from the refrigerator. Form logs from the mixture that are approximately 3" long and 1" wide. Repeat until you have all the croquettes done. Set aside.
In a bowl, whisk eggs and set aside. In another bowl, mix the remaining flour and bread crumbs.
Dip each croquette in the egg wash and then coat in bread crumbs. 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.
Remove croquette from oil and drain on paper towel lined plates. Serve with saltines and lime wedges. Enjoy!