Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a small saucepan, melt butter over medium heat. Stir in flour and cook for 1 minute.
Gradually whisk in the milk and cook until thickened, about 3–5 minutes. Season with salt, pepper, and nutmeg.
Lightly butter one side of each bread slice. Place half of the slices butter-side down on the baking sheet.
Spread béchamel sauce over each slice, then layer with smoked salmon and shredded cheese.
Top with remaining bread slices, butter-side up. Spread a bit more béchamel and cheese on top.
Bake for 12–15 minutes, or until golden brown and bubbling. Garnish with herbs if desired and serve warm.