Cut the baguettes into quarters and slice. Place bread on a parchment lined baking sheet. Add cheese slices to half of the slices and toast all in a 300 degree oven (or toaster oven) until cheese begins to melt and plain halves are slightly golden. Add ham, turn the oven off and and place baking sheet back in the oven to let the meat warm while you prepare the slaw. Turning the oven off will allow the ham to warm up without the bread getting too brown.
(You can also just bake full baguettes in the oven until crispy. Slice and then assemble.)