Melt butter in a saucepan, whisk in 200g of flour, and cook for 3 minutes.
Slowly whisk in milk to form a thick sauce and season with salt and pepper.
Stir in fresh breadcrumbs, cheese, and parsley, then chill in the fridge for 4 hours.
Shape the chilled mixture into 7cm cylinders.
Preheat a deep-fat fryer or oil in a heavy pan to 170°C.
Coat each cylinder in 75g of flour, then beaten eggs, then panko breadcrumbs.
Fry croquetas in batches until golden-brown and drain on kitchen paper.
Heat olive oil in a pan and fry peppers for 4 minutes until blistered.
Sprinkle peppers with sea salt and serve with croquetas and ham.