Lay two large pieces of plastic wrap on the counter to assemble the sandwiches on.
Make the Dijon sauce. Taste and adjust to your liking.
Spread a thin layer of sauce on each piece of bread. On three slices of the bread, layer the ingredients in this order: ham -> red onion -> arugula -> cheese -> ham.
Lay the piece of bread that has no ingredients on top, mustard side down.
Wrap each sandwich tightly in plastic wrap and arrange side-by-side on the baking sheet.
Place another baking sheet on top of the sandwiches, and add a little weight. This can be a heavy pot or some canned goods as shown.
Place the entire pan in the refrigerator for 2-4 hours.
Remove the sandwiches from the refrigerator, carefully unwrap each one, and serve soft or toasted.