1Preheat the oven to 350°F. Place the eggs, milk, salt, and pepper into a large bowl. Whisk to combine. Season with salt and pepper.
2With a sharp, thin-bladed knife, carefully slit open one side of each slice of bread to form a pocket, leaving 1/2 inch around the edges. Spread the mustard on one side of the pocket and place a slice of ham and cheese inside. Put the pockets into a shallow dish. Pour over the egg mixture and leave for 5 minutes, turning once.
3Heat a non-stick frying pan over a medium to high heat, add half of the olive oil and swirl to coat the base of the pan. Add two bread pockets, cook on one side for about 2 minutes until golden brown, turn and cook for another minute. Remove from the pan and place on a baking tray. Repeat with the remaining oil and bread pockets. Place the baking tray in the oven and cook for 10 minutes, or until cooked in the center.