Butter the sides and bottom of the baking dish(es). Add the bread cubes, then scatter the shallots and prosciutto on top. Toss lightly to mix the layers of ingredients.
Pour the wine over the bread, shallots and ham, going slowly to allow the wine to soak into the bread rather than pool on the bottom of the dish. Top with the grated Gruyere, and sprinkle the thyme and pepper.
Bake until the cheese melts and begins to brown, about 15-20 minutes.
Leftovers hold up quite well, should there be any — reheat in preheated 350° F oven until cheese is melted.
Notes
This recipe can be made in four individual 16 oz. serving bowls or one 2-quart baking dish. Serves 4.