Saute the onion and the prosciutto in the butter, and when the onion has lightly browned add the bay leaf and the meat. Cook, stirring, until the meat has browned, then stir in the flour and the tomatoes. Season to taste with salt pepper, and freshly grated nutmeg (about ¼ teaspoon), reduce the heat to a simmer and cook for 45 minutes.
While the sauce is simmering roll out the dough if you're starting from scratch, and cut it into 3 by 4-inch rectangles. Once the pasta is cut cook it a few pieces at a time in abundant lightly salted water (if you're using commercially prepared shells follow the directions on the package). Remove the pasta from the water with a slotted spoon while it's still rather al dente, and lay the pieces on a damp cloth taking care lest they be touching and stick.
When the sauce has finished simmering remove it from the fire, discard the bay leaf, and put it thought a meat grinder or blender. Soak the bread in milk, drain off the excess liquid (the crumbs should be wet but not dripping). Combine the bread, egg, and cheese, and work the mixture into the meat mixture, stirring until everything is uniform. You are now ready to fill your cannelloni: lay some of the filling along the long edge of the first sheet, roll it up to make the cannelone, and place it in a well buttered, elegant baking dish. Repeat the procedure until pasta and filling are all used up.
Prepare the bĂ©chamel sauce, pour it over the cannelloni, dust everything with a little more grated Parmigiano and dot it with a little more butter, and run it under the broiler until it is lightly browned. Serve at once.
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