Cut the piel de sapo melon into 4x3 centimeter cubes, ensuring they don't exceed the ham slice size. Set aside.
Prepare the tempura by sifting equal amounts of wheat flour and corn flour, then mixing with one egg and very cold sparkling water. Set aside.
Wrap each melon cube with a serrano ham slice. Set aside.
Dip the ham-wrapped melon cubes into the tempura and fry.