For chutney, melt butter in a small saucepan over medium heat. Add onion and cook 3-5 minutes or until onion has softened. Stir in cranberries, sugar, orange zest, juice, red wine vinegar, salt and pepper. Bring to a simmer over medium-high heat; reduce heat to low, and cook, stirring occasionally, until berries burst and sauce has thickened, about 10-12 minutes. Remove from heat and let cool to room temperature or refrigerate until ready to serve. Stir in parsley once chutney is cool.
Preheat oven to 400°F. Line baking sheet with parchment paper.
For gourgere, bring water, butter, and salt to a boil in a large saucepan over medium-high heat. Reduce heat to medium, and quickly stir in flour and nutmeg. Cook, stirring constantly, until mixture thickens into a film that froms on both the bottom and sides of the pan; about 3-1/2 minutes. Remove from heat and transfer mixture to a large mixing bowl. Using an electric mixer on low speed, beat mixture until it cools slightly, 2-3 minutes. Increase speed to medium, and beat in eggs, one at a time, beating well after each addition. Continue beating until mixture is thick and shiny, about 1 minute. Beat in 1 cup cheese until just combined.
Spoon by rounded tablespoons or pipe mixture with decorating tip 1A into 1 inch high by 1-1/2-in. diameter mounds onto prepared pan. Sprinkle evenly with remaining 1/3 cup cheese.
Bake 30-35 minutes or until golden brown. Let cool on pan 5 minutes. Remove to cooling grid. Serve warm or at room temperature.
To assemble, cut gougeres in half horizontally. Divide chutney evenly among bottom halves of each gougere, then top with 1 piece prosciutto and top half of gougere. Serve immediately.