Preheat the oven to 350°F (180°C).

Melt the butter in a saucepan, add the flour, and stir quickly for 1 minute. Add the warmed milk and whisk for a few minutes over low heat until smooth.

Remove the saucepan from the heat.

Once the mixture has cooled slightly, add the egg yolks one at a time, then stir in the shredded cheese. Add a pinch of nutmeg and some pepper. Add only a little salt, as the cheese is already salty.

Gently fold in the beaten egg whites.

Pour the mixture into the baking dish, filling it no more than 1 1/2 inches (about 4 cm) from the top.

Bake for 35 minutes using the convection setting.