Melt butter in a pan, add flour and saute briefly, whisking. Add milk, stirring, and simmer for a few minutes. Season with salt, pepper and nutmeg and remove from the heat.
Pour milk mixture into the bowl and add egg yolks gradually, whisking. Beat egg whites until stiff and fold into the batter. Fold in cheese and mix batter well.
Butter soufflé ramekin. Spread batter in a ramekin and bake in preheated oven at 180°C (approximately 350°F) for about 30 minutes. Do not open oven door while baking. Remove from the oven and serve immediately.