Pour milk into a small saucepan. Stud the shallot halves with whole cloves and add them to the milk along with the thyme and bay leaves. Heat the milk over medium heat.
Heat butter in a saucepan until melted. Whisk in the flour to form a roux. Whisk the wine into the roux followed by the scalded milk. Stir in the gruyere, Dijon mustard and nutmeg.
Place asparagus in a large mixing bowl. Add the olive oil and salt and toss to coat. Heat a cast-iron griddle over a high heat until smoking. Add the asparagus and cook for five minutes.
Place 10-12 asparagus spears on top of the mustard. Cover the asparagus with gruyere cheese. Broil until the cheese on the asparagus has melted and the undressed slices are golden brown.
Top the dressed slices with the undressed slices and cover with bechamel sauce. About 1/4 cup per sandwich.
Top the bechamel with the remaining gruyere and place the sandwiches back under the broiler. Broil for 5 minutes or until the cheese has melted and turned golden brown.