Mix the mayonnaise, apple jelly and chives in a large bowl until smooth. Pulse the ham in a food processor until finely chopped but not mushy. Toss the chopped ham, celery, celery leaves and pecans with the mayonnaise mixture until combined.
Lay 4 slices bread on a clean surface. Layer 2 to 3 slices havarti on each, then top with a scoop of ham salad and 2 lettuce leaves. Close with the remaining 4 slices bread. Cut each sandwich in half.