TO MAKE THE MORNAY SAUCE: In a medium saucepan, over medium heat, melt the butter. Add the onion, salt, and cracked peppercorns, and cook about 10 minutes, until the onion is soft but has not begun to color.

Remove from the heat, and add the flour in 2 batches, whisking to combine it with the onion and butter. Return the pan to the stove, and over low heat, cook a few minutes, until the flour is absorbed, stirring constantly so that it doesn’t brown. Remove from the heat, and slowly whisk in the milk and add the bay leaf. Return the pan to the stove, and bring the mixture to a boil. Reduce the heat to low and simmer, stirring occasionally to prevent the sauce from burning on the bottom of the pan. Cook for 20–30 minutes, until the taste of raw flour is gone and the mixture is thick, smooth, and silky. If it’s too thick and becoming difficult to stir, you’ll need to whisk in a little more milk.

Using a fine-mesh sieve, strain the sauce. Wash and dry the pan, and pour the sauce back into it. Over low heat, add the 2 cheeses, a little at a time, stirring until they’re completely melted.

Adjust the oven rack to the upper position, and preheat the broiler.

TO ASSEMBLE THE SANDWICHES: Set half of the slices of bread buttered side down, and cover them with the Gruyère cheese slices, folding them back in toward the middle if they extend past the edges of the bread. Place 3 to 4 slices of ham in an even layer over the cheese, and put the top slice of bread over the ham, buttered side up.

Grill the sandwiches (see Note).

Place the sandwiches on a baking sheet and spoon the Mornay sauce over them, leaving a 1-inch border of bread. Heat under the broiler for a minute or two, until the sauce is bubbling. Sprinkle the chives over the sandwiches.