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1
Bring the milk to a boil with the bay leaf, nutmeg and onion. Strain and allow to cool. Preheat oven to 350F/180C.
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2
In a medium saucepan off the stove, make a white sauce by mixing together the oil, flour and cooled milk. Then cook over medium-high heat, stirring often, until thickened and smooth (will have lumps at first, but keep stirring).
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3
Remove from the heat and allow to cool a little. Add the egg yolks, one at a time, carefully to the mixture. Beat well all the time so that the eggs do not curdle. Add the Stilton to the mixture, stir, and then add the parmesan. Season to taste (almost overseason) with salt, pepper and cayenne.
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4
Stiffly beat the egg whites. Fold in one quarter of the egg whites to the egg yolk mixture to 'slacken' it and then fold in the rest - being careful not to overmix.
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5
Pour almost 1 cup of mixture into 4 (2-cup) ramekins that have been well-buttered (parchment paper on the bottom). Place the ramekins in a large baking tray and pour about 3/4'' boiling water around them, then place the tray on the middle shelf in the oven. Bake for 20 minutes.
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6
Remove from the oven and allow to cool. When almost cold, run a knife around the edge of each ramekin and drop the souffles into our hand. Place each on a small baking dish. If not to be eaten soon, cover and refrigerate or freeze. When ready to eat, pour the cream around the base of the still cold or frozen souffles and place in a pre-heated oven (350F/180C) for about 25 minutes until browned and well risen. Serve immediately.
