Make the béchamel sauce. Warm the butter in a medium saucepan over medium heat until melted. Sprinkle in the flour and cook, whisking continuously, until the mixture is combined and the butter begins to bubble, about 30 seconds. Slowly whisk in the milk until smooth. Add the thyme and cook, whisking, until the sauce thickens, about 2 minutes more. Whisk in the mustard, salt, chipotle (if using) and nutmeg. Take the pain off the heat and discard thyme sprigs.