1 1/2 cups milk
1 sprig fresh thyme
1 bay leaf
3 tablespoons unsalted butter
1/4 cup plus 1 tablespoon all-purpose flour
2 large egg yolks, room temperature
1/4 cup finely grated Parmesan, plus for ramekins
1/2 teaspoon kosher salt, plus a pinch
Pinch cayenne pepper
Freshly grated nutmeg
4 large egg whites, room temperature
A few drops freshly squeezed lemon juice, or vinegar, or a pinch cream of tartar
3/4 cup lightly packed coarsely grated full-flavored cheese like Gouda, Gruyere, or Fontina (about 2 ounces)