Divide the cheese quantity into two: refrigerate half of the cheese for baking, and keep the other half close to fill the sandwiches.
Set the slices of bread side by side on a working surface. Slather each slice with Dijon mustard, then sprinkle two of the slices with half of the filling cheese. Top with the ham, then cover with the remaining filling cheese. Close the sandwiches and cut them in halves.
Lightly oil or butter a baking dish that will fit the sandwiches as tightly as possible, such as an 8-in (20 cm) square baking pan(see note). Place the sandwiches in the baking dish and gently press down on them. In a bowl or a measuring cup, beat together the eggs, salt, and milk. Pour the egg mixture over the sandwiches.
Cover the dish with plastic wrap and refrigerate for at least 3 hours, or preferably overnight.
A half-hour before serving, preheat the oven to 400°F (200°C) and take the baking dish out of the fridge, removing the plastic wrap. Generously sprinkle with Worcestershire sauce, if desired, then cover with the reserved grated cheese. Bake for 25 minutes, then broil to give the cheese more color, if desired.
Let rest for 5 to 10 minutes, then serve with a green salad.
NOTE: If you don’t have a baking dish that fits the sandwiches tightly, don’t sweat it: the bread will absorb the egg mixture from the bottom of the dish as it rests in the fridge before baking.
MAKE IT GLUTEN FREE: Use gluten-free loaf bread.
Recipe Credit: Adapted from the cookbook Nigella Express by Nigella Lawson.
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