In blender or food processor, pulse rye slices until even, soft crumbs form. (It may be necessary to do this in batches.) Melt 2 tablespoons butter in large skillet over medium-low heat. Add bread crumbs and toss gently with a spoon to coat evenly with butter. Continue to toss crumbs and cook until lightly golden. Remove from heat and reserve.
In large pot of boiling water, cook elbow macaroni until just al dente (about 6 minutes). Do not drain yet, but turn off heat and let pasta sit in the hot water while you prepare cheese sauce.
Preheat oven to 375°F. In medium saucepan, melt remaining butter over low heat. Sprinkle flour over butter and stir continuously as mixture forms paste (known as a roux). Continue to stir for 2 minutes. Slowly add milk, whisking after each addition. Add chili powder, salt and ground pepper. Increase heat to medium and continue stirring until sauce starts to thicken, about 8 minutes. Reduce heat to low. Gradually add shredded muenster, stirring until fully melted after each addition. Stir in mustard and gherkins. Turn off heat.
Working quickly, drain macaroni in large colander. Drain well and return to pot. Pour cheese sauce over macaroni and mix well. Generously fill 1-cup capacity oven-safe custard cups, ramekins or miniature gratin dishes with the macaroni and cheese mixture. Top each serving with 1 slice Wisconsin muenster cheese, and then sprinkle with rye crumbs. Transfer dishes to baking sheet, wiping up any scattered crumbs on sheet to avoid burning. Position sheet on center rack of oven. Bake until cheese slices are melted and crumbs are well browned, about 15 to 20 minutes. Carefully remove from oven; ramekins will be very hot. Serve immediately.