Check over the clams, discarding any that are open and don’t close when tapped. Heat a large, heavy-based pan until very hot — and make sure you maintain this heat throughout the cooking.
Throw in the ham and fry, stirring, for 1 minute. Add the onion and garlic and cook for another minute, stirring constantly. Add the clams and the sherry, cover with a tight-fitting lid and cook over a high heat for 2 minutes, or until the shells have steamed open.
Remove from the heat. Pick out and discard any unopened clams. Scatter with chopped parsley and a good drizzle of olive oil and serve with strong bread for mopping up the juices.