1 Preheat oven to 400°F.
2 Make the béchamel sauce. Melt butter in a small saucepan on medium/low heat until it just starts to bubble. Add the flour and cook, stirring until smooth, about 2 minutes. Slowly add the milk, whisking continuously, cooking until thick. Remove from heat. Add the salt, pepper, and nutmeg. Stir in the Parmesan and 1/4 cup of the grated Gruyère. Set aside.
3 Lay out the bread slices on a baking sheet and toast them in the oven, a few minutes each side, until lightly toasted. For extra flavor you can spread some butter on the bread slices before you toast them if you want.
(Alternatively, you can assemble the sandwiches as follows in step four and grill them on a skillet, finishing them in the broiler with the bechamel sauce.)
4 Lightly brush half of the toasted slices with mustard. Add the ham slices and about 1 cup of the remaining Gruyère cheese. Top with the other toasted bread slices.
5 Spoon on the béchamel sauce to the tops of the sandwiches. Sprinkle with the remaining Gruyère cheese. Place on a broiling pan. Bake in the oven for 5 minutes, then turn on the broiler and broil for an additional 3 to 5 minutes, until the cheese topping is bubbly and lightly browned.