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Cut the watermelon and cantaloupe into large cubes, and drop them into the pickling liquid. Let the melon pickle for about 1 minute to allow the exotic flavors to infuse the flesh lightly.
To serve: Lay 2 slices of ham in the center of a serving plate and top with a nice mound of the pickled melons. Scatter some olives around the portion, drizzle with the olive oil, and a dash of coarse salt. Repeat with the remaining ingredients