In a large skillet, heat the EVOO, 2 turns of the pan. Working in batches if necessary, add the prosciutto in a single layer and cook, turning once, until crisp, about 2 minutes. Drain on paper towels. Add the leeks to the skillet and cook until tender, 8 to 10 minutes; season with salt and pepper.
Bring a large pot of water to a boil, salt it, add the gnocchi and cook until the gnocchi float to the surface, about 3 minutes.
Meanwhile, in a medium saucepan, melt the butter over medium heat. Whisk in the flour for 1 minute, then whisk in the milk; season with salt, pepper and nutmeg. Cook until thickened, 5 minutes. Stir in the fontina and asiago until melted.
Preheat the broiler. Drain the gnocchi and place in a casserole dish. Stir in the leeks and cheese sauce and top with the parmigiano-reggiano. Broil the casserole until browned, 3 to 4 minutes. Top with the prosciutto.