Arrange 8 slices of bread in the bottom of the dish.
Top each slice of bread with 1 or 2 slices of ham, and slices of cheddar cheese. You can also use grated cheddar cheese and sprinkle it evenly over top.
Cover with the remaining 8 slices of bread (so you have 8 sandwiches).
Beat eggs, add salt, pepper, mustard, onions, chopped pepper, Worchestershire sauce, and red pepper sauce. Stir in milk.
Pour the egg mixture over the sandwiches. Cover and refrigerate over night.
In the morning, melt the butter and pour over top. Top with crushed cereal, like corn flakes, rice krispies, etc. if desired. (It makes it look pretty.)
Bake, uncovered, for 1 hour at 350 degrees F. Remove from the oven and let stand for 10 minutes before serving.