1. Place the ham in a food processor fitted with a steel blade and pulse the machine until ham is finely chopped. Add the cream cheese, walnuts, mayonnaise, mustard, shallots, and pepper and process until smooth. Spoon mixture into a pastry bag fitted with a star tip.
2. Peel the cucumbers, leaving some strips of skin. Cut into 3/4-inch-thick slices. With a melon baller, scoop out the center of each slice. Pipe ham mousse into cucumber cups. Garnish with parsley and walnuts. Makes 3 dozen appetizers.