Peel and chop the onion.
Slice the ham into thin strips.
Cut the chestnut into rough pieces.
Peel the squash, remove the seeds and membrane, then cut the flesh into small cubes.
In a heavy based pan heat the oil, then fry the onions and half the ham for 2-3 minutes.
When the onion is softened, add the chestnut pieces and at low heat gently fry for 5 minutes.
Add the diced squash, stock and nutmeg, then season with salt and pepper.
Bring to the boil then, on a low heat and under cover, cook for 20 min. When the squash is soft, process the soup slightly with a hand-held blender (it shouldn't be smooth) or use a potato masher.
Dry-fry the remaining Parma ham.
Serve the soup with the crispy ham and sprinkle with parsley.