Melt the butter in a medium skillet over medium heat. Sprinkle the flour over the butter and whisk until smooth, 1-2 minutes. Continue whisking while slowly pouring in the milk, cream and pepper. Whisk until sauce is smooth. Add in the Dijon mustard, crushed bouillon cube and Worcestershire sauce. Continue cooking over medium-low heat, stirring constantly until the sauce thickens. Once the sauce has thickened, remove from heat and stir in wine and Parmesan (if using). Stir until cheese has melted. Pour the sauce into a heat proof lidded container, stretch a paper towel over the container then place the lid over the paper towel so that the paper towel stays in place and doesn’t touch the sauce. (The paper towel will absorb excess moisture from steam.) Set sauce aside until ready to serve. Clean out the skillet to use for the meatballs.
Heat canola oil in the skillet until cooking thermometer reads 350F. While shaping the meatballs, be sure to check the oil temperature often. If the oil is heating too quickly, turn the heat down slightly.
In a medium bowl, combine ground chicken, ½ teaspoon ground black pepper, 1 egg and ½ cup regular breadcrumbs. Mix gently until mixture is well incorporated. Using a 1½” scoop (or tablespoon), form meatballs into 1½” balls, flatten each meatball slightly and place slice of ham and a slice of cheese (stacked) in the middle of each ball. Bring the sides of each meatball up and over the ham and cheese, then “pinch” the meat back together. Slightly roll each meatball to reshape into meatballs.