As served at Buvette in New York City. Martha prefers less bechamel on her sandwich, so when she made chef Jody Williams's recipe on Cooking School episode 407, she halved the recipe for the sauce. (See Cook's Note below.)
Preheat oven to 400 degrees.
Make the bechamel: Melt butter in a saucepan over medium heat. Add flour, and cook, stirring with a wooden spoon for 2 minutes. Increase heat to medium-high, and slowly add hot milk. Cook, whisking constantly, until thickened, 5 to 6 minutes. Remove pan from heat, and add salt, pepper, nutmeg, and 1/2 cup Gruyere.
Lightly brush 4 slices bread with mustard. Add 1 slice baked ham to each, and sprinkle each with 2 tablespoons Gruyere. Top with 4 more slices toasted bread. Slather tops with bechamel, and sprinkle with remaining Gruyere and 1/4 teaspoon herbes de Provence.
Bake sandwiches until topping is lightly browned, about 12 minutes. Serve hot with cornichons.
To halve the bechamel as Martha likes to do, reduce butter to 1 tablespoon, flour to 1 1/2 tablespoons, and use 1 cup whole milk.