In a saucepan on a low heat, melt the butter until foamy, but not coloured, then stir in the flour. Cook for 3 minutes. Pour in the cold milk and whisk well to avoid lumps forming.
Raise the heat and leave to simmer for a few minutes. Remove from the heat, stir in the mustard and crumble in the Stilton, and check the seasoning.
Line the bread on the work surface and spread 4 slices with cranberry sauce, then Stilton sauce and grate over half the Gruyère.
Top with turkey and sandwich with the remaining bread. Press lightly, then spread the 4 tops with the remaining sauce and finish by grating over the remaining Gruyère.
Bake until the cheese melts and the sandwiches turn golden brown. Serve with a green salad