1Preheat oven to 200C/400F. Roll out one puff pastry sheet and spread with mustard. Top with ham, then cheese, and cover with the second pastry sheet. Press down gently.
2Cut a Christmas tree shape, then cut out smaller shapes from excess pastry (star, mini trees, candy canes, circles).
3Slice branches about 2.5cm wide, leaving space in the center. Twist each branch.
4Place the pastry tree and shapes on a baking tray, brush with egg wash, and bake for 15-20 minutes until golden.
5For the sauce, melt butter in a pot, stir in flour, gradually whisk in milk, remove from heat, stir in Gruyere, and season with salt, pepper, and nutmeg.
6Once the pastry is baked, use sauce to glue on the star and baubles. Dust with parmesan.