Heat the plum wine with cinnamon stick, bay leaf, cloves, lemon, and orange zests until warm. Pour over the prunes and let marinate in a refrigerator overnight.
Place the Roquefort and softened butter in the bowl of an electric mixer. Mix with the paddle attachment on low speed for 10 to 15 minutes or until the mousse is smooth and bulky. Season, to taste, with white pepper.
While the mixer is running, line a terrine mold, preferably round, first with plastic wrap then with the thinly sliced Parma ham, making sure the ham overlaps on either side.
Spread part of the Roquefort mousse to a height of 1-inch in the bottom of the terrine. Take the marinated prunes and place them down the center, end to end. Fill the terrine with the remaining mousse. Take the overlapping ham and fold it toward the center to cover the top of the terrine. Refrigerate for about 4 hours until firm. After the terrine is chilled, unmold it and slice it with a warm knife.
Serve with seasonal fruit, mesclun salad and walnut-raisin bread.