Finely chop Bok Choi. Heat 1 tbsp oil over medium-heat in a large, heavy skillet. Add onion and shallot, cook, continuously stirring until translucent  about 5 minutes.  Add Bok Choi, salt and pepper. Cook until Bok Choi stems are just slightly limp. Remove from heat and drain excess liquids. 

Whisk flour and remaining ½ tbsp oil in a small bowl to form a paste. Heat milk in a small saucepan over medium heat until surface barely trembles. Whisk flour paste into milk until smooth. Whisk in 1/2 of the cheese, the nutmeg, then stir in the ham. 

Fold cheese sauce into Bok Choi mixture. Pour in shallow baking dish. sprinkle remaining cheese over the surface. Bake at 350 degrees for 20 minutes or until bubbly and browned.  Sprinkle with chives, serve immediately.