Heat the butter in a pan and, once foaming, tip in the flour and cook for 2-3 minutes or until golden and smelling nutty. Gradually add the milk a splash at a time while whisking, only adding more once the last has been incorporated, until you have a smooth sauce. Simmer gently for 5 minutes or until thickened slightly, stirring regularly. Stir in the nutmeg and cheddar, and season generously. Pour over the broccoli florets and crumble over the blue cheese. Bake for 25-30 minutes or until bubbling and caramelised.