Chicken Cordon Bleu Sandwich

Preheat oven to 425 degrees F (220 degrees C). Line a baking sheet with heavy-duty aluminum foil. Combine bread crumbs and 1 teaspoon melted butter in a small bowl. 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. Remove saucepan from heat and add 1/2 cup shredded Gruyere cheese, Dijon mustard, salt, black pepper, cayenne pepper, and nutmeg. Stir to combine. Stir chicken and diced pickle into cheese sauce. 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. Bake sandwiches in the preheated oven until cheese is bubbling and chicken mixture is hot, 15 to 20 minutes.