Preheat oven to 300°F. While oven is preheating, heat a small saucepan on medium heat.
Make Bechamel sauce as follows: Melt 1tbsp of flour. Add flour and whisk vigorously for one minute. Slowly whisk in milk until smooth. Bring to boil and cook til thickened, them add salt and nutmeg to taste.
Preheat cast iron or heavy-bottomed skillet on medium heat. Spread two slices of bread with the sauce. Add 3 slices of ham on each side, and top each with slices of cheese. Top each with another slice of bread.
Melt remaining butter in pan. Toast sandwiches in pan until golden brown. Top with remaining sauce and transfer to oven until heated through and cheese is bubbling, about 5-10 minutes.
Remove from pan, slice in half diagonally. Serve with pickles and a side of Dijon mustard.
