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Step 1
Melt butter in a medium saucepan over medium heat. Whisk in flour and cook, stirring constantly, for about 3 minutes. Gradually add milk, stirring well until the mixture is smooth. Cook, stirring, until sauce is thickened.
Step 2
Season with a little bit of salt and pepper. Remove from heat and whisk in mustard and nutmeg. Set aside while you make the sandwiches, or make the sauce up to 1 week in advance.
Step 3
Preheat oven to 425° F. Line a baking tray with parchement paper and set aside.
Step 4
Spread each bread slice with a layer of béchamel, spreading it all the way to the edges. Place 4 slices of bread, béchamel side up, on prepared baking sheet.
Step 5
Top each with a piece of ham, a handful of gruyere, and a sprinkle of parmesan cheese. Place remaining slices of bread on top, béchamel side up, then top with remaining gruyere and parmesan cheese.
Step 6
Bake at 425 degrees F for about 5-6 minutes, until cheese is melted, and then turn the oven to broil and broil until the cheese on top is lightly golden, 2-4 minutes.