Preheat the oven to 425ºF (215ºC). In a small saucepan melt the butter over medium heat. As soon as it melts, add the flour and whisk continuously. Cook for about 2 minutes. Add the milk just a bit at a time while whisking continuously, until smooth. Cook for a couple of more minutes or until it reaches the desired thickness. Add a bit more milk if needed. Season with mustard, nutmeg, salt, and pepper. Whisk and keep warm.
Place the bread slices on a baking sheet. Spread a layer of béchamel sauce on all four slices, all the way to the edges. Sprinkle all four with a tablespoon of shredded gruyere cheese. Top two of the slices with one or two slices of ham each.
Close the two sandwiches with the slice of bread (béchamel/cheese inside the sandwich). Spread more of the béchamel sauce on top of the sandwiches and top with more cheese.
Bake in the upper part of the oven for 8 to 10 minutes or until the cheese is melted and the top is golden and bubbly.
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