Blanch the spinach in boiling water until wilted. Season with nutmeg, salt and pepper. Squeeze off any excess liquid, roughly chop and place in a baking dish.
Carefully cut a small pocket into the thickest part of each chicken breast. Cut half the Dolcelatte into 4 1cm thick slices, then cut each in two. Place two of the pieces into each pocket.
Wrap each chicken breast in 1 and a half slices of Parma ham, season, then place on top of the spinach.
Cover with the crème fraiche, then crumble over the remaining Dolcelatte.
Bake in the oven for 30-35min until browned and bubbling.