Kosher salt and freshly ground black pepper to taste
Makes ½ cup
½ cup mayonnaise
½ teaspoon Spanish sweet smoked paprika
½ teaspoon cayenne pepper
A few drops (⅛ teaspoon) sherry vinegar or red wine vinegar
For the sauce: Stir the mayo, smoked paprika, and cayenne together in a bowl until smooth. Cover and chill until ready to use.
For the croquetas: Heat the oil and butter in a small saucepan over medium heat until butter is melted. Add the flour and cook until lightly golden, 2 minutes. Whisk in the milk slowly and cook until the mixture is slightly thickened and smooth, 2–3 minutes. Use a spoon or silicone spatula to stir in the prosciutto, cheese, and nutmeg. Cook until the mixture pulls away from the sides of the pan, 2 minutes. Season with salt and pepper to taste.
Smooth the mixture evenly into a pie plate or 8x8-inch baking dish and cool for an hour. Cover with plastic wrap and refrigerate for at least 2 hours, or up to 24.
Beat the eggs in a shallow dish and season with salt and pepper. Place the breadcrumbs in another bowl and season generously with salt and pepper.
Form: Roll 1 tablespoon of the filling at a time into balls and then dip each ball into the egg and then the breadcrumbs, shaking off the excess between each step. Arrange on a plate and chill in the fridge for 1 hour.
Heat 1 inch of oil over medium-high heat in a medium saucepan until it reaches 350°F on a candy thermometer or a small piece of white bread dropped into the oil sizzles and begins to turn golden immediately. Working in batches of 3 or 4, fry the croquetas, turning occasionally, until golden and crispy, 2 minutes. Drain on paper towels and serve with the smoky mayo.