Japanese artichokes, or crosnes, are hard to find except from specialist greengrocers. If you cannot obtain them, simply replace with Jerusalem artichokes.
Unless the Japanese artichokes are very young, blanch them in a large pan of boiling water for 10-15 seconds, drain well, then put them in a tea towel with a little coarse salt and rub gently to remove the skins.
Heat the butter in a large saucepan, add the onion, then cover and sweat for 10 minutes, until soft. Add the artichokes and sweat for 5 minutes. Remove a cupful of the artichokes, cut any large ones in half and set aside.
Add the stock and milk to the artichokes in the pan and bring to the boil. Reduce the heat and simmer for 20 minutes or until the artichokes are tender. Add the shredded rocket leaves and season with salt, pepper and nutmeg. Transfer to a blender and blitz to a light purée. Reheat the soup and check the seasoning. Stir in the reserved artichokes and serve immediately.