Place the ham in an ovenproof serving dish. Sweat the finely chopped shallots in the butter until brown. Add the wine and the vinegar and reduce to about 3 tablespoons. Add the cream and the tomato paste, heat up without boiling, season with salt, pepper and nutmeg then add the egg yolk. Strain through a fine mesh sieve over the ham. Cook on a low heat for 20 minutes, without boiling, so that all the flavors combine.