Step 1

Preheat oven to 180C/350F/Gas 4.

Step 2

Place eggs, milk, salt and pepper into a large bowl. Whisk to combine.

Step 3

With a sharp, thin-bladed knife, carefully slit open one side of each slice of bread to form a pocket. Ensure that you leave 1cm/0.5in around the edges.

Step 4

Spread the mustard on one side of the pocket and place a slice of ham and cheese inside.

Step 5

Put the pockets into a shallow dish. Pour over the egg mixture and leave for five minutes, turning once.

Step 6

Heat a non-stick frying pan over a medium-high heat, add half of the olive oil and swirl to coat the base of the pan.

Step 7

Put the bread pocket into the pan and cook on one side for about two minutes until golden brown. Turn and cook for another minute.

Step 8

Remove from the pan and place on a baking tray. Put in the oven and cook for ten minutes, or until the filling has melted.