Preheat the oven to 350°. Prepare Béchamel Sauce; keep warm.
Remove roots, outer leaves, and tops from leeks, leaving 8 inches of each leek. Cut each leek in half lengthwise to, but not through, root end. Rinse under cold water; drain. Tie leeks securely with string. Place leeks in a medium saucepan. Cover with water; bring to a boil. Reduce heat; simmer, uncovered, 15 minutes or until tender. Rinse leeks under cold water; drain and squeeze dry. Discard string. Finish cutting each leek lengthwise through root end; cut each half crosswise. Wrap each quarter with a slice of ham.
Place each ham roll into a 13 x 9-inch baking dish coated with cooking spray. Pour Béchamel Sauce over ham rolls; sprinkle with cheese. Bake at 350° for 25 minutes. Broil 3 minutes or until browned.