Replace one or two of your cooking grids with a griddle. Preheat your gas grill on LOW. Spread mustard on one slice of bread, cover with ham then cheese, place other slice of bread on top. Beat the egg and milk together in a small shallow dish. Dip the sandwich in the egg, top and bottom. Add butter to the preheated griddle and place sandwich on it directly. Turn when the underside is golden brown, and cook until the cheese melts. The more the cheese melts and runs to the griddle the more crispy cheese you'll have!