In a large saucepan, melt the 4 tablespoons of butter. Add the flour and whisk over moderately high heat for 1 minute. Add the milk and whisk over moderate heat until the sauce is bubbling and thickened, about 5 minutes. Remove from the heat and whisk in the egg, chives, parsley and 1/2 cup of the Parmigiano. Let cool slightly, then stir in the Fontina and prosciutto. Season the filling with pepper.