Lay a few pieces of the country ham flat on a cutting board. Place a date at the end of each piece of ham and roll it up. Repeat until all the dates are rolled in ham. Now at this point you have a decision to make: Do you want to serve the dates warm or at room temp? Both are good. If time is of the essence, then don't bake them. Simply arrange them on a plate seam-side down and drizzle with a touch of the jalapeno oil.
If you have a little more time, arrange the dates on a rimmed baking sheet seam-side down. Bake until the ham is crispy and the center of each date is warm and gooey, 12 to 15 minutes. Remove from the oven, arrange on a plate and drizzle with the jalapeno oil.
Jalapeno Infused Oil:
Yield:About 1 cup
Slice the jalapenos and place in a medium saucepan. Add the oil and bring to a simmer over medium heat. Simmer for 5 to 7 minutes, stirring frequently; be careful because the oil is very hot. Remove from the heat, cover and let steep 10 to 60 minutes depending on how spicy you want the oil. Strain into a heatproof airtight container, discard the solids and refrigerate the jalapeno oil for up to 10 days.
If country ham is unavailable, you can substitute prosciutto or Serrano ham.