In a medium pan with a lid, heat the oil and cook the onion for 5-7 mins to soften. Rinse the clams in a colander and discard any that are opened and will not close with a sharp tap. Add the ham and garlic to the onion and cook for 1 min.
Add the clams to the pan with the Sherry, bring to the boil, cover and cook for 4-5 mins until the clams have all opened (discard any that haven’t). Serve immediately, sprinkled with parsley.