Boil the vegetables for 8–10 minutes and drain. Leave to cool.
Mix the vegetables with the hard-boiled eggs, capers and gherkins. Add the mayonnaise and seasoning and mix again.
Lay out the ham slices and top each slice with two spoonfuls of the vegetable mixture.
Cut the MEVGAL Anthotyro Cheese into pieces and divide between the 12 ham slices. Roll the ham into cones and close with a toothpick, or place them upside down on a serving dish to prevent them from opening.
Keep the cones in the fridge before serving.