1Preheat oven to 400°F and lightly spray a muffin tin with cooking spray.
2Roll out the puff pastry on a lightly floured surface into a 12x12-inch square, cut into 12 rectangles, and place in each muffin tin. Refrigerate.
3Heat butter in a small saucepan until foamy, reduce heat to low, add flour, and whisk for one minute until smooth.
4Slowly stream in milk, whisking until no lumps remain. Whisk in dijon, salt, nutmeg, and pepper. Continue whisking over medium-low heat until the sauce thickens and coats the back of a spoon.
5Spread 1 teaspoon of béchamel in the bottom of each pastry, top with ham and cheese, add another teaspoon of béchamel, more ham and cheese, and sprinkle with fresh thyme.
6Bake until cheese is browned and pastry is golden, about 22-24 minutes.