In a saucepan, melt butter; stir in curry powder and flour. Gradually add milk. Bring to a boil; cook and stir for 2 minutes or until thickened. Remove from the heat. Stir in mustard and onion; add ham and mix well. Cover and chill thoroughly. , With wet hands, shape mixture into 10 balls. Roll balls in bread crumbs; shape each into a cone. Whisk together egg and water. Dip cones into egg mixture; roll again in crumbs. , Heat oil in a deep-fat fryer to 375°. Fry croquettes, a few at a time, for 2 to 2-1/2 minutes or until golden brown. Drain on paper towels; keep warm. , For the cheese sauce, melt butter in a saucepan; stir in flour, salt and pepper until smooth. Gradually add milk. Bring to a boil; cook and stir for 2 minutes or until thickened. Reduce heat. Add cheeses; stir until melted. Spoon over croquettes.