Preheat the oven to 225°C / fan 200°C. Melt the butter in a saucepan over medium heat. Stir in the flour and cook for a minute until smooth. Remove from the heat and whisk in the milk until fully combined. Return the pan to the stove and cook until the sauce thickens, whisking constantly. Season with salt, freshly ground black pepper, and a touch of grated nutmeg. Set aside.
Assemble the croque-monsieur:
Spread a thin layer of Dijon mustard over half the bread slices. Spoon béchamel on top, spreading it all the way to the edges. Add 1–4 slices of jambon blanc [ham] to each sandwich, depending on the size of the slices. Season lightly with salt and pepper, then top with grated Comté, saving some for later.
Spread a little béchamel on the remaining bread slices and place them on top, béchamel-side down, to form sandwiches.