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1
Preheat oven to 425 degrees F (220 degrees C). Line a baking sheet with heavy-duty aluminum foil.
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2
Combine bread crumbs and 1 teaspoon melted butter in a small bowl.
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3
Melt 2 tablespoons butter in a saucepan over medium heat. Cook and stir ham and onion in melted butter until onion turns translucent, about 5 minutes. Stir in thyme and cook for 1 minute. Add flour and cook, stirring constantly, until flour has lost its raw smell, about 3 minutes. Remove from heat and pour in 1/2 cup plus 1 tablespoon milk. Place saucepan back over medium heat and cook, stirring constantly, until sauce is thick, 1 to 2 minutes.
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4
Remove saucepan from heat and add 1/2 cup shredded Gruyere cheese, Dijon mustard, salt, black pepper, cayenne pepper, and nutmeg. Stir to combine.
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5
Stir chicken and diced pickle into cheese sauce.
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6
Place toasted bread slices on the prepared baking sheet. Brush one side of each bread slice with 3/4 teaspoon melted butter. Turn slices over and top each with 1/4 of the cheese sauce. Sprinkle 1 tablespoon shredded Gruyere cheese over the top of each sandwich. Top with bread crumb mixture.
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7
Bake sandwiches in the preheated oven until cheese is bubbling and chicken mixture is hot, 15 to 20 minutes.