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1
In a medium saucepan, melt 3 tablespoons of the butter.
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2
Stir in the flour until completely blended, then cook over moderately high heat, stirring constantly, until the roux is golden brown, about 3 minutes.
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3
Gradually whisk in the milk until smooth.
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4
Bring the sauce to a boil, whisking constantly.
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5
Reduce the heat to moderately low and simmer, whisking often, until no floury taste remains, about 5 minutes.
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6
Remove the saucepan from the heat and let the sauce cool, stirring, until very warm.
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7
Stir in the smoked salmon, Gruyere, chives and nutmeg.
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8
Season with salt and pepper and let the sauce cool completely.
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9
Spread half of the rye slices with a rounded tablespoon of the salmon mixture and close the sandwiches.
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10
Repeat with the pumpernickel slices and the remaining salmon mixture.
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11
Preheat the oven to 400.
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12
In a large, shallow bowl, beat the eggs thoroughly.
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13
Stack 2 or 3 large rimmed baking sheets on one side of the stove.
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14
In a large skillet, melt 1 tablespoon of the butter over moderate heat.
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15
Dip 8 of the sandwiches in the beaten eggs to coat completely; cook the egg-dipped sandwiches over moderately high heat, turning once, until browned, about 1 minute per side.
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16
Transfer the sandwiches to one of the baking sheets, leaving a little space between each one.
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17
Repeat with the remaining sandwiches and beaten eggs, using 1 tablespoon of butter per batch.
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18
Reheat the sandwiches for about 8 minutes, until piping hot.
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19
Cut the sandwiches in half on the diagonal, skewer with small wooden forks and serve hot.