Wash, clean and chop the tomatoes. Drain capers. Peel and finely dice the shallot. Heat the oil. Sauté the shallot for about 4 minutes. After 2 minutes add the diced tomatoes and capers.
Season to taste with vinegar, salt and pepper. Whisk eggs and milk and season with salt, pepper and nutmeg. Cover half of the bread slices with cheese and ham and finish with the remaining bread slices.
Turn the breads in the egg milk one after the other. Heat butter in a large pan. Fry the breads over medium heat for about 10 minutes while turning. Serve with salsa.