Put a slice of Parma ham on a chopping board and then put a second slice across it to form a cross shape.
Arrange one quarter of the cheese slices in the centre, scatter over some thyme and top with one quarter of the diced pear.
Add one quarter of the walnuts, then fold over the sides of the ham to form a neat parcel. Repeat this process to make 4 parcels.
Transfer the parcels to a foil-lined grill pan and cook under a preheated hot grill for about 2 minutes on each side until the ham is crisp and the cheese is beginning to ooze out of the sides.
Serve the parcels immediately with the dressed watercress leaves and slices of pear.