1. In a large skillet, bring the water to a boil. Add the leeks, wine, bay leaf and a large pinch of salt and simmer over moderate heat until the leeks are tender, about 25 minutes. Using a slotted spoon, transfer the leeks to a plate, keeping them intact. Add the cream and shallot to the cooking liquid and simmer over moderate heat until reduced to 1 1/4 cups, about 6 minutes. Add the lemon juice and season with salt and pepper.
2. Preheat the oven to 500°. Arrange the leeks, cut side up, and the ham in a large gratin dish. Pour the cream sauce evenly over the leeks and ham. In a small bowl, combine the pistachios and melted butter and scatter over the leeks. Bake in the upper third of the oven for about 8 minutes, or until golden brown on top. Serve piping hot.:
Make Ahead: The recipe can be prepared through Step 1 and refrigerated overnight.
Wine Recommendation: Salty ham and oniony leeks stand up beautifully to the sweetness of Sauternes, and the cream sauce and the sweet pistachio crusting underscore the wine's rich texture. Try the 1990 Château de Rayne Vigneau or the 1990 Château de Malle.