Butter a 3-quart baking dish; set aside. Split leeks lengthwise and cut into 1/4-inch thick slices (you should have about 1 cup). Cook slowly in a skillet with 1 tablespoon butter just until tender but not brown; set aside. Spread 1 tablespoon mustard on one side of each of 6 slices bread. Spread a streak of jelly diagonally on one side of each of the remaining 6 slices.
Divide the ham over the mustard-spread bread slices. Top ham with cheese slices. Top cheese with leeks. Add remaining bread slices, jelly sides down. Arrange sandwiches in rows in prepared baking dish.
In a large mixing bowl whisk the eggs well until blended. Whisk in the olive oil and cream until very well blended. Whisk in Parmesan, parsley, salt, pepper, and nutmeg. Pour egg mixture over bread stacks in dish. Cover and chill at least 2 hours or overnight.
Remove baking dish from refrigerator and let stand at room temperature for 30 minutes. Preheat oven to 350 degrees F. Uncover dish; bake for 40 minutes until puffed and golden brown with a good crust on the bottom. Remove and cool on a wire rack for 10 minutes before serving.