Preheat the oven to 210°C (410°F) fan.
Melt the butter in a small saucepan.
Add the flour, and whisk for 3-4 minutes on medium heat.
Slowly pour in the milk, while whisking.
Let it thicken for 3-4 minutes (still whisking in between so it doesn't burn).
Take the bechamel off the heat, add Dijon, sea salt, and pepper.
Spread bechamel on the four slices of brioche.
Top ham and finely chopped thyme on two of the slices.
Divide the cheese between the four slices of toast.
Place the two cheese-topped toasts onto the ham-topped toast.
Flatten the filled toast slightly and place them on a lined baking sheet.
Bake the toasts in the middle of the oven for 8-10 minutes.
Broil for 2 extra minutes to get them golden brown. Be sure to keep an eye on them so they don't burn.
Sprinkle the toasts with more chopped thyme (or chives) and serve.