Preheat a griddle pan or cast iron skillet over medium heat.
Whisk together the marmalade, shallot, 1 tablespoon of the Dijon mustard and vinegar, in a small bowl. Add the extra-virgin olive oil in a slow stream, while whisking, and then season the dressing with salt and pepper, to taste. Set aside.
Combine the romaine with the frisee on large platter or in a shallow bowl.
Melt 3 tablespoons of the butter in a sauce pot over medium heat, then whisk in the flour, and cook for 1 minute. Whisk in 1 1/3 cups of the milk and cook until the mixture coats the back of a spoon, about 3 minutes. Season the sauce with salt, pepper and nutmeg, to taste. Stir in the remaining 2 tablespoons of mustard and turn off the heat. Spread 4 slices of bread with the white sauce and top each with a slice of cheese, 2 slices folded ham, another slice of cheese. Spread the remaining bread with sauce and cover the sandwiches. Trim the crusts, if you prefer, then quarter the sandwiches.
Beat the eggs with the remaining milk in a shallow bowl and dip the sandwiches in the batter as you add them to the griddle. Wipe the griddle with butter nested in a paper towel before you start adding the sandwiches. Griddle the sandwiches until deep golden, about 2 to 3 minutes on each side.
Toss the salad with the dressing and divide it among 4 plates. Arrange 4 Croque Monsieur Monte Cristo croutons on top of each salad and serve.