How to Make It
In a medium saucepan, cover the potatoes with water and bring to a boil. Add a generous pinch of salt and simmer over moderate heat until tender, about 20 minutes. Drain and let cool slightly, then cut in half lengthwise.
In a medium bowl, whisk the mayonnaise with the egg yolks, cornichons, shallot, horseradish, cayenne, 1/4 cup of the olive oil and 2 tablespoons of the vinegar. Season the dressing with salt and pepper.
In a large bowl, toss the potatoes with half of the dressing. Fold in the ham and cucumber and season with salt and pepper. Transfer the salad to plates or a platter.
In another bowl, toss the mesclun with the remaining 1/2 tablespoon each of olive oil and vinegar and season with salt and pepper. Arrange on top of and around the ham-and-potato salad. Garnish with pickled okra and serve, passing additional dressing at the table.