Preheat the oven at 225 degrees Celsius.
Place a baking paper on a baking sheet.
Place the bread slices on the paper and butter one side of each bread slice.
Spread out half of the cheese on the bread slices.
Place 1 ham slice on each bread.
Spread out the rest of the cheese evenly on top of the ham.
Place the rest of the bread slices on the cheese.
In a casserole place the butter, milk and flour, stir until boiling point.
Lower the heat and add the nutmeg, salt, black pepper and grated cheese. Stir until the cheese is melted.
Pour evenly on the bread.
Place in the middle of the oven for 10 minutes.