Warm milk in a small saucepan over medium heat until hot but not simmering.

Melt butter in a separate small saucepan over low heat.

Add flour and cook, stirring with a wooden spoon, until the butter mixture is bubbling but hasn't started to brown, about 2 minutes.

Slowly add the hot milk to the butter and flour, whisking constantly, until smooth, about 2 minutes.

Remove from heat and stir in nutmeg, pepper, and salt.

Set a rack 2 to 4 inches (5 to 10 cm) from the oven’s heat source and turn the grill up to high.

Toast bread in a toaster or oven until very light brown.

Transfer bread to a sheet pan.

Brush a thin layer of mustard on 2 slices.

Top each with a slice of ham.

Sprinkle most of the Comté over the ham.

Spread a thin layer of béchamel on the other 2 slices of bread and arrange them on top of the Comté to close the sandwiches.

Spread the remaining béchamel sauce generously on top of the sandwiches and sprinkle the remaining Comté on top.

Grill for 2 to 4 minutes, rotating the sheet pan as needed for even toasting, until the topping is melted, bubbling, and lightly browned.

Serve hot.

Tip: Not all hams are created equal, so it’s best to head to the butcher to get the good stuff. Parisian ham, or jambon de Paris, is slow-cooked rather than smoked, which makes for juicier, more flavourful meat, perfect for bistro-style classics like this Croque-Maman or Quiche Lorraine.