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1
Have your oven at 350. Oil or line a baking sheet with parchment paper. Add butter, milk, and salt to a small, heavy saucepan. Heat till the butter melts and bring the mixture to a full boil, stirring.
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2
Add the flour in one go. Stir! As the mixture pulls away from the pan and thickens, remove from heat and allow to cool slightly. You can transfer to a new bowl to help cool, or, you know, save dishes...
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3
Add eggs one at a time. Fully incorporate before adding the next egg. Your mixture should be thick and smooth. Add cheeses, black pepper, and thyme.
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4
Add anchovy and a generous pinch of cayenne to the remainder (At this point, for variety on the plate, you could also opt to dole out half the dough with just cheese. Use less anchovy if you're going half-half). Using two spoons, dole out dough in 1 inch dollops, about 1-2 inches apart. Smaller is better for these flavor packed puffs.
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5
Brush with milk and scatter extra cheese across tops. Bake 30-35 minutes, or until puffed up and browned. Try to leave till they are well-browned, unless you're not concerned about the gougeres falling as they cool. They'll be tasty either way!
