A tart pickle spread helps balance the rich creaminess of this gourmet ham-and-cheese sandwich.
In a small bowl, mix together cornichons, mayonnaise, and mustard; season cornichon spread with salt and pepper. Brush one side of each slice of bread with butter and the other side with cornichon spread. Place on work surface spread side up.
Place two slices of each cheese on two slices of bread. Top cheese with onion jam and ham; top with remaining slices of bread, spread-side down.
Place sandwiches on griddle or cast-iron skillet over medium heat; weight down with a grill press or a second cast-iron skillet. Cook, turning occasionally, until bread is golden and cheese has melted. Serve immediately.