Whisk the cream, milk, egg, sugar and nutmeg together in a bowl until the egg is fully incorporated and there are no clumps of egg white or yolk.

Put the bread in a sealable bag and pour the custard over the bread. Seal the bag, pressing out as much air as possible without smashing the bread. Let the bread soak overnight.

The next day, put your oven rack in the middle position and preheat to 350 degrees F (180 C).

Lay the soaked pieces of bread on a flat surface close together. Put the flour in a fine mesh sieve and dust one side of the bread with an even coating of flour.

Put the butter in an oven-safe frying pan that's large enough to hold all 4 slices of bread and melt over medium heat. If you don't have a pan large enough (I didn't), you can just do it in 2 batches. When the butter is melted, add the french toast with the floured side down. While the bread is frying, top 2 pieces with mustard and the other two with a layer of cheese, ham, turkey and cheese.

When the french toast is golden brown on one side, flip the pieces with mustard on them onto the pieces with ham and cheese to make a sandwich. If your pan only holds 2 pieces of bread at a time, return the first sandwich to the pan. Transfer the pan to the oven. Bake until the french toast has cooked through and the cheese has melted (15-20 minutes)

When the sandwiches are done, dust generously with powdered sugar, slice in half and serve with jam and pickles.