Preheat the oven to 425F, and line two baking sheets with parchment paper.

For the Gruyere Cheese, use the fine holes of a box grater, and grate 1/2 cup's worth of cheese. Set aside. Slice thinly or cut into small batons the remaining cheese.

Melt the butter in a small sauce pan over medium heat. Add the flour and whisk till completely blended and cooked through to lose the raw flavour, about 1 minute.

Pour in the milk, along with the pepper, nutmeg and cayenne (if using), whisking constantly. Bring to a boil, and then reduce, cook until thick. Set aside to cool down.

Take the puff pastry sheet, place it on a well floured surface, and roll them out (with a floured rolling pin) to 10 x 10 inch squares or there about. Cut each into four squares. You should have eight (5 x 5 inch) squares. If you are using a puff pastry block, and can only manage 6 squares, that's fine too. You just may have leftover filling ingredients.

Take 1 1/2 slices of ham torn gently into smaller pieces, and place in one half triangle quadrant of the pastry. Leave a small empty edge for sealing. Repeat with the remaining squares. Using half of the sliced Gruyere cheese, divide it evenly over the ham. Divide all the cheddar cheese over the ham and cheese.

Spoon 2 heaping teaspoons (if it's closer to a tbsp that's fine!) of cooled béchamel over the cheese. Repeat on all the turnovers. Finish with the remaining Gruyere cheese.

Use a bit of water to wet the two edges with the filling. Take the opposing point and fold the pastry over to create a triangle, pressing the pastry into the lightly watered edges. Make sure any filling is not trapped in the seam, or else the edges may not stay closed during baking. Use a fork to dock the edges to seal.

Transfer each turnover to a baking sheet, three or four on each one. Brush each turnover with the egg wash. Now take the finely grated Gruyere cheese and divide it between each turnover, sprinkling it on the tops. Use a sharp knife to score three vent holes.

Bake in the centre of the oven till bubbling and browned, about 20 minutes. If you would like more of a burnish, feel free to turn on the broiler and give them a further browning, about 3-4 minutes. Keep an eye on them, each oven is different.

Serve after letting them cool about 10 minutes.

For a Croque Madame, serve with a fried egg on top!

See blog post for further details.