Lay the slices of parma ham on a board so that they overlap slightly and place the cheese in the centre. Fold the parma ham around the cheese to enclose it completely.
Heat the oil in a small frying pan and fry the parcel for 2-3 minutes on all sides, or until crisp and golden-brown all over.
To serve, place the herbs in the centre of a serving plate and top with the cheese parcel.