Cut a slice in the side of each chicken breast and stuff with equal amounts of black pudding.
Lay about 3 slices of prosciutto out on a board. Place one chicken breast upside down in the middle of the prosciutto slices and wrap them around the chicken breast tightly. Repeat with the rest of the chicken breasts.
Place 1 tablespoon of olive oil in a pan and brown the chicken breasts on each side for 1-2 minutes until the proscuitto is sealed.
Place the chicken on a baking tray and cover with tin foil. Bake for 20 minutes then remove the foil and bake for a further 10-15 minutes until the chicken is cooked all the way through.
Once the chicken breasts are in the oven start preparing the leeks. Roughly chop the leek and add to a frying pan with 1 tablespoon of olive oil, sauté the leeks until soft then set aside.
When the chicken is almost done start preparing the cheesy sauce. Add the butter to a medium sized saucepan until melted then add the flour. Stir the flour/butter mixture for about 30 seconds (it should be a thick paste).
Add the milk a little at a time until it has thickened then add the cheese, nutmeg, salt and pepper. Take off the heat and stir until the cheese has melted. If it's too thick add a little more milk and return to the heat for a second until warmed through. Add the cooked leeks to the sauce and stir.
Serve the chicken breasts with mashed or roast potatoes and pour over the cheesy leek sauce.