Rub six 8-ounce baking potatoes, well scrubbed, with softened, unsalted butter, sprinkle them with salt, and bake them in a preheated hot oven (400 degrees) for 1 hour, or until they test done when pierced with a skewer.
In a skillet saute 1/4 pound mushrooms, sliced thin, in 1 tablespoon unsalted butter over moderately high heat for 2 minutes, add 1/4 cup medium-dry Sherry, 1/2 teaspoon dried tarragon, salt and pepper to taste, and cook the mixture, until almost all the liquid is evaporated. Add 1/2 pound baked ham, chopped, and cook the mixture, tossing it, for 2 minutes.
Cut a 1/2-inch slice from the top of each potato, scoop out the pulp, and reserve the shells. Puree the pulp through a food mill or ricer into a large bowl (should be about 3 cups). Combine the puree with 3/4 cup scalded half-and-half, 3 tablespoons softened unsalted butter, 2 large egg yolks, 2 tablespoons Dijon mustard, and cayenne, salt and pepper to taste. Fold in 1 cup grated Gruyere and ham mixture and combine the mixture well.
Heap mixture into the reserved potato shells, sprinkle the shells with a mixture of 1/4 cup each of fresh bread crumbs and freshly grated Parmesan. Dot them with butter. Arrange the potatoes in a lightly buttered baking dish and bake them in the upper third of a preheated moderately hot oven (350 degrees) for 15 minutes or until they are puffed and lightly browned