So much of the success of this recipe depends on the cheese you use. The more you like the initial ingredients, the more you will like the finished product.
Melt the butter in a saucepan over low heat. Whisk in the flour and cook without browning for 1 minute. Whisk in the milk, increase the heat to medium, and bring to a boil, whisking often, until smooth and thick. Return the heat to low and simmer gently, whisking often, for 5 minutes.
Remove the saucepan from the heat and beat in the egg yolks, one at a time. Sir in the cheese, then season with salt, pepper, and nutmeg. Spread out the mixture in a shallow rectangular dish in a layer about ¾-inches deep, smoothing the top. Cover with plastic wrap and refrigerate for at least 8 hours.
Cut the mixture into pieces about ¾ × 2in, then shape into nuggets. Roll in flour, dip in beaten egg, then roll in the bread crumbs until coated. Chill on wax paper for 1 hour.
Heat the vegetable oil in a frying pan over high heat until shimmering. In batches, fry the nuggets, turning often, about 3 minutes, until golden brown. Transfer to paper towels to drain.
Recipe and Photography by Kate Edeker.