In a heat-proof glass bowl, whisk together the ground mustard and sugar. Add the egg and whisk until creamy. Whisk in the vinegar and cayenne pepper. Cover tightly with plastic wrap and refrigerate for about an hour.

Once the mixture has chilled. Bring a small pot of water to a gentle simmer. Only add a small amount of water (that reaches about an inch up the sides of the pot), so that when you go to create your double-boiler the bottom of the glass bowl doesn't touch the water. Place the glass bowl on top of the pot of simmering water. Whisk continuously for about 5-6 minutes or until the mixture is thickened substantially and takes on the consistency of your average mustard. Remove from heat and transfer to an airtight container. Seal and place in the refrigerator where it will keep for about a week.

Preheat your oven to 400 degrees F, and portion out 8 large square pieces of heavy-duty foil. Set aside.

Assemble your sandwiches by spreading the spicy mustard on each roll (both bottom and top). Evenly distribute the Boar's Head SmokeMaster™ Black Forest Ham among all 8 buns and top with Havarti cheese and crispy bacon. Brush each sandwich with melted butter. Taking each sandwich, bundle it up in each piece of foil. Make sure that the sandwich is sealed tightly.

Place the sandwiches on a large baking sheet and place in the oven to bake for about 20 minutes or until cheese is melted. Remove from heat and let cool slightly and then very carefully remove the foil.

Serve the sandwiches immediately and enjoy!