To make the bechamel; stud the onion with the cloves then put into a saucepan with the milk and the bay leaf and heat.
In a separate saucepan, melt the butter then stir in the flour and cook until frothy.
Remove the onion and bay leaf from the milk, discard. Gradually add the milk to the butter and flour while stirring constantly over a medium heat until the sauce boils and thickens.
Season with salt, pepper and grated nutmeg.
Butter each slice of bread. Spread with mustard and a generous amount of bechamel. Top with the cheese and ham.
Heat a heavy-based frying pan and toast the sandwiches for 3-4 minutes on each side.
Press down with a spatula during cooking to ensure the cheese has melted.
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