For the sauce: Heat a high-sided skillet to medium heat. Add the bacon and cook until brown and crispy, about 15 minutes. Remove the bacon to a paper-towel-lined plate and reserve for later use. Reserve the bacon fat in the pan and add butter if needed to equal a total of 6 tablespoons of fat.
In the same skillet over medium heat, add the flour and whisk until blonde, 2 to 3 minutes. Slowly whisk in the milk until combined. Add some nutmeg, and simmer until thick, about 10 minutes. Whisk in the Roquefort until mostly smooth and season with salt and black pepper.
For the sandwich: Preheat the broiler with a rack on the middle shelf and heat a large nonstick skillet or griddle over medium heat.
Spread some butter on one side of each slice of bread and place butter-side down on the hot skillet for 1 minute. Top each slice of bread with a layer of the Comte and cover with an inverted bowl to melt the cheese, about 2 minutes. Once the cheese is bubbly and melted, place a layer of the crispy bacon on half of the slices. Close the sandwiches with the remaining bread slices, and transfer to a baking sheet. Cover with the Funky Mornay Sauce and broil until browned in spots. Garnish with crushed red pepper and chopped chives.