Cut the loaf in half lengthways and scoop out some of the bread from the middle, leaving a 1 – 2cm border around the edge of the bread.
Layer in the cheese and spread over the pickle. Top with the ham. In a small bowl toss the sliced apple in the lemon juice to stop it going brown and arrange over the ham. Pile on the watercress and press on the top of the loaf.
Wrap tightly in clingfilm and leave to press together for a few hours or overnight. Unwrap just before serving.