Add your milk to a microwave safe container and add the onion and bay leaf. Heat it in the microwave for two minutes, then set aside.
In a small saucepan, melt your butter, then sprinkle in the flour. Whisk these together and cook for a minute or two until it starts to smell nutty.
Slowly whisk in your infused milk, making sure to strain out the onion and bay leaf. Add it in a few tablespoons at a time, whisking until smooth after each addition. Let this start to bubble and thicken before stirring in the cheese.
Taste for seasoning and add salt, pepper, and nutmeg. Give it a stir, then set this aside.
For the burger patties:
Add your beef, salt, pepper, and Worcestershire sauce to a large mixing bowl and combine with your hands. Divide the mixture into four large balls, lightly pressed together.
Heat a cast iron skillet over medium heat. When the pan is heated, add your burger patties and press them down firmly with your turner to create your patties. Cook about 4 minutes per side for medium well. Depending on the size of your pan, you may need to do this in stages. I can cook two at a time.
About a minute before the burgers are ready, add the cheese so it can start to melt. Remove the burgers to a paper towel-lined plate to rest.
To assemble the burgers:
While your burgers are cooking, toast your waffles and drizzle them with mustard.
As soon as you've removed the burgers from your cast iron skillet and turned off the heat, pop the ham slices into the skillet for about a minute to heat through and crisp up a bit around the edges.
Add the cheese-topped burger patty onto the waffle, then add two slices of ham.
Fry your eggs while the burgers rest, sunny side up or over easy in a buttered skillet. Add these to the top of the ham.
Drizzle the whole thing with plenty of your white sauce, then add another grind of pepper and a light dusting of nutmeg.