Preheat the oven to 400 degrees. Pierce the potatoes with a fork; microwave for 15 minutes. Remove and brush with olive oil; transfer to the oven rack and bake until fully tender, about 15 minutes.
Meanwhile, heat 2 tablespoons oil in a medium skillet over medium heat. Stir in the flour with a wooden spoon and cook until slightly toasted, about 2 minutes. Whisk in the milk and bring to a boil. Reduce the heat and simmer, whisking occasionally, until the sauce begins to thicken, about 6 minutes. Stir in the spinach and ham and cook until the greens wilt and the mixture is about as thick as sour cream, 3 to 4 more minutes. Season with the cayenne and nutmeg and add salt to taste.
Slice the cooked potatoes lengthwise down the middle (but not all the way through); press in on the ends to open the slit. Drizzle 1/2 tablespoon oil into each potato; fluff the flesh with a fork and season with salt. Divide the spinach mixture among the potatoes and top with the shredded cheese while still hot.
Tools You May Need
Photograph by Antonis Achilleos
Courtesy of Food Network Magazine
Tools You May Need
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