Soak the porcini in a little boiling water for 30 minutes. Meanwhile, bring the milk with the bay leaf and onion to a simmer. Infuse off the heat for 20 minutes. Strain. Melt 50 g (2 oz) of the butter in a saucepan over a very low heat. Add the flour and cook, stirring, for 2 minutes until a light biscuity colour. Remove from the heat and slowly add the infused milk, stirring away any lumps as you go. Return to the heat and simmer, stirring, for 2–3 minutes until creamy. Add the cream, nutmeg and ham strips. Season with salt and pepper.
Drain the porcini, reserving the soaking water, and chop. Heat the oil in a frying pan over a high heat, add all the mushrooms and cook for 1 minute. Add the soaking water and wine. Boil rapidly until absorbed. Season and stir into the sauce.
Cook the pasta sheets, in batches, in boiling salted water according to the packet instructions until just al dente. Refresh in cold water. Drain on a tea towel.
Lightly grease an ovenproof dish. Cover the base with a layer of pasta. Top with a quarter of the sauce. Dot with a quarter of the remaining butter, then scatter with 1 tablespoon Parmesan. Repeat, finishing with a layer of sauce topped with the ham slices and remaining butter and Parmesan. Bake in a preheated oven, 220°C (425°F), Gas Mark 7, for 20 minutes until browned.