Preheat the grill to medium-high. Grill the bread slices until lightly golden on both sides, then set aside.
Over a low heat, gently melt the butter in a saucepan, then add the flour and stir briskly for 1 minute. Remove the pan from the heat and gradually add the milk, stirring all the time until smooth and creamy. Return to the heat, bring to the boil and stir for a further minute. Stir in the ale, cheese and mustard. Remove from the heat and stir in the beaten egg.
Lay half a slice of Parma ham on each bread slice then top with a spoonful of the cheese mixture. Put on a baking tray; grill for 3-4 minutes. Season with freshly ground black pepper and serve with the salad.