Measure the flour, salt, sugar and yeast into the bowl of an electric stand mixer, fitted with a dough hook.

Lightly mix the ingredients together.

With the speed on low, slowly add the warmed milk.

Keep mixing on low speed until the ingredients come together into a sticky dough.

Add the butter, about a tablespoon at a time, waiting for it to be completely incorporated before adding the next tablespoon.

Once all of the dough ingredients have been added, mix the dough on a low-medium speed for about 15-20 minutes, or until you have a soft and smooth ball of dough. When you poke the dough gently, it should bounce back immediately.

Lightly oil a large bowl.

Place the dough into the bowl, and cover with some plastic wrap or a reusable bowl cover.

Leave the dough somewhere warm for 1 to 1.5 hours, or until the dough has doubled in size (see Kitchen Notes below).

While the dough is proofing, make the Béchamel sauce. You can also make the sauce 1-2 days in advance and keep it in the fridge.

Melt the butter in a medium-sized saucepan.

Sprinkle in the flour and chicken stock cube.

Stir the mixture with a wooden spoon and cook for 1-2 minutes until it browns a little in colour.

Slowly whisk in the milk and keep whisking until there are no lumps.

Add the bay leaf.

Use a wooden spoon to stir the sauce frequently over medium-high heat until the sauce is thick and smooth.

Take the sauce of the heat.

Taste for seasoning.

The sauce will continue to thicken as it cools.

Allow the Béchamel sauce to cool completely. 

If you wish, transfer the Béchamel sauce to a large piping bag fitted with a large round nozzle (I use a disposable piping bag and snip off the end).

Remove the dough gently from the bowl.

Weigh the dough and divide this number by 12 to get the weight for each bun.

Divide the dough into 12 equal portions.

Line a large, high-sided baking tray with baking paper.

Roll each piece of dough into a smooth ball by pulling the edges together to form a ball, pinch the edges together, and roll gently until you have a smooth ball.

Place the buns on a large baking tray lined with baking paper, spaced apart so they are not touching.

Place the tray of buns somewhere warm for about 30 minutes to puff up slightly. 

Use a glass to push an indent in the middle of each bun. The glass should be wide enough to create a rim of about 1 cm.

If the dough is on the sticky side, dip the glass in some flour before pressing into each bun.

Place the flattened buns on two large baking sheets lined with baking paper. I like to bake 6 buns per baking sheet so that each bun has enough room to expand and rise during baking.

Brush the sides of each bun with some milk.

Place a teaspoon of grainy mustard in the centre of each bun.

Place 1-2 tablespoons of Béchamel sauce on top of the mustard. I find it easiest to pipe the sauce.

Arrange 1-2 slices of ham on top of the sauce.

Sprinkle each bun generously with grated cheese.

Preheat the oven to 200°C/390°F (without fan).

Place a metal tray on the middle rack of the oven.

Place the tray of buns on the preheated metal tray. I like to bake one tray of buns at a time.

Bake the bread rolls for 20 minutes, or until the buns are nice and golden.

Check the buns at the 12-15 minute mark. If the bread rolls are browning too quickly, cover them loosely with a sheet of aluminium foil for the remainder of the baking time.

The bread rolls are cooked if an internal thermometer reads 85°C/185°F.

Carefully remove the bread rolls from the tray.

Let the bread rolls cool on a wire rack. If you leave them on the baking tray or baking paper, the buns will steam on the bottom and get a little soggy.

Garnish each bun with finely chopped chives (optional).

Serve warm.