Heat oven to 425 degrees F.
Place rack in the center of the oven. Generously butter bottom and sides of a 2-quart souffle dish with 1 1/2 tablespoons butter; set aside. In a small bowl, mix together Parmesan and bread crumbs. Sprinkle the bottom and sides of the prepared dish completely with bread crumb mixture.
Grate the Jarlsberg and cheddar cheeses into a small bowl. Cut the Saga blue and Brie into small chunks. Combine and set aside.
Melt the remaining 2 1/2 tablespoons of butter in a large saucepan over low heat. Whisk in the flour and mustard and cook, whisking constantly, for 3 to 5 minutes. Slowly whisk in the milk and cook until thick and smooth, an additional 3 to 4 minutes. Remove from heat and season with salt, pepper, and cayenne pepper. Pour the souffle base into a large bowl. Whisk in the egg yolks a few at a time until smooth. Stir in the cheese until well incorporated.
In the bowl of an electric mixer, using the whisk attachment, whip 12 whites on medium-low speed until foamy, increase the speed to high and continue whisking until stiff peaks form, about 4 minutes.
Quickly and gently fold the egg whites and nutmeg into the souffle base just until incorporated. Pour into prepared souffle dish and bake for 30 to 35 minutes. Serve immediately.
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