Preheat the oven to 180 degrees C (360 degrees F). Take a 12-hole standard muffin tin and line each hole with one slice of ham, covering the bases and sides.
Heat the oil in a pan and saute the onions until soft, about 4 minutes. Place aside to cool, and then mix with the tomatoes, olives, blue cheese and chives. Divide among the prepared bases.
In a jug (large measuring cup), whisk the milk and eggs together and add a pinch of black pepper. Pour equal amounts into the prepared bases and sprinkle with the Parmesan.
Bake until puffed up and set, about 15 minutes. Cool for a few minutes and then gently remove from the muffin tin.