For the spiced and honey glazed ham: Preheat oven to 425 degrees F.
Blend together the honey, Toasted Spice Rub and thyme.
Place ham on an open brown paper bag or waxed paper for easy clean up. With the tip of a paring knife carefully score a 1-inch grid pattern around the outside of the ham.
Brush the entire surface of the meat on all sides with some of the honey mixture.
Add about 1/2 cup of water to the base of a roasting pan. Lay the celery sticks in the bottom of the pan and then place the ham on top of the celery.
Cook for 1 hour. Every 15 minutes, baste ham with juices that collect in the base of the roaster and the honey. Let rest for 15 minutes before carving as desired.
For the savory bread pudding: Preheat the oven to 425 degrees F.
Using a serrated knife, shave off the thicker parts of the crust from the bread loaf. Cut the bread into 1-inch cubes and place in a large bowl. Spread the bread cubes in a single layer on a 13 by 18-inch rimmed baking sheet. Bake until lightly toasted, about 8 minutes. Remove from the oven and place in a large bowl. Leave the oven on.
In a skillet, melt 4 tablespoons of the butter over high heat and cook, without stirring, until it turns nut brown, about 5 minutes. Reduce the heat to medium, add the onion and a pinch of salt, and cook, stirring occasionally, until the onion begins to brown, about 5 minutes. Add the thyme and cook for 10 seconds to release its fragrance.
Pour the onion mixture over the toasted bread. Add 3/4 cup of the Parmesan and toss well.
In a medium bowl, whisk together the milk, eggs, and nutmeg. Pour the milk mixture over the bread and toss well.
Butter a 9 by 13-inch baking dish with the remaining 1 tablespoon butter. Arrange the toasted bread evenly in the baking dish. Pour the custard evenly over the bread. Scatter the blue cheese and the remaining 2 tablespoons Parmesan over the top. Bake until the bread is golden brown and crispy on top and a thin knife blade inserted into the custard comes out almost clean, about 30 minutes. Remove the dish from the oven and let cool for 15 minutes. Cut into individual servings and serve warm.
Toasted Spice Rub:
Yield:about 1 cup
Toast the fennel seeds, coriander seeds, and peppercorns in a small, heavy pan over medium heat. When the fennel turns light brown, work quickly. Turn on the exhaust fan, add the red pepper flakes, and toss, toss, toss, always under the fan. Immediately turn the spice mixture out onto a plate to cool.
Put mixture into a blender with the chili powder, salt, and cinnamon and blend until the spices are evenly ground. If you have a small spice mill or a coffee grinder dedicated to grinding spices, grind only the fennel, coriander, pepper, and chili flakes. Pour into a bowl and toss with the remaining ingredients. Keep the spice mix in a glass jar in a cool, dry place, or freeze. *See Chef's Notes
Toasting freshens spices, releases their oils, and makes them more fragrant, as well as adding a new dimension of flavor. Taste your chili powder before adding and, if spicy and hot, cut back the amount. California chiles are almost sweet, not hot.