Position a rack in the center of the oven and preheat to 375 degrees . In a large skillet, heat the EVOO, 1 turn of the pan, over medium to medium-high heat. Add the bacon and cook until lightly crisped, 3 to 4 minutes. Stir in the corn, celery, onion, chile pepper, garlic and thyme and cook for 5 minutes. Add the crabmeat and Old Bay and heat through. Douse with the lemon juice, remove from the heat and stir in the parsley.
Melt the butter in a small skillet over medium-high heat. Whisk in the flour for 1 minute, then whisk in the vermouth (or sherry). Whisk in the milk. Season with salt, a hint of pepper and the nutmeg. Turn off the heat.
Arrange the bread on a baking sheet and top with the crab mixture, bechamel sauce and cheese. Bake until the cheese is lightly golden, about 10 minutes.