Put the wine in a fondue pot and bring to a bubble over medium heat. Reduce the heat to a simmer. Add the lemon juice, then add the cheeses in handfuls, stirring in a figure-8 motion with wooden spoon. When the cheese is fully melted, stir the cornstarch into the brandy, in a small bowl until smooth, then add to cheese. Season with nutmeg and cayenne and serve over a warming station for your fondue pot.