Place a medium-size pot over medium heat and melt 2 tablespoons butter. Sprinkle the flour over the melted butter and cook for about 1 minute. Slowly whisk the milk and mustard into the butter-flour mixture. Season it with some fresh nutmeg, salt and freshly ground black pepper, and cook for about until it thickens up.
Place four slices of bread on the counter. Spread some of the sauce onto each slice of bread, then lay down some ham, a couple slices of cheese, another smear of sauce and top each sandwich with the remaining bread slices.