In a saucepan combine heavy cream and chipotle chile peppers. Bring to a boil, simmer for 5 minutes and remove from heat. Allow to sit for 10 minutes and strain. For a spicy flavor, stem and seed the chiles and in a blender puree the heavy cream with the chiles until smooth.
In a 13 by 9-inch baking dish, spread out one-third of the sweet potatoes. Sprinkle 1 cup of the cheese over the potatoes and season with grated nutmeg, salt and pepper. Pour about 1 cup of the heavy cream over the potatoes and cheese. Repeat procedure two more times ending with cheese on top, only using enough cream to just cover the potatoes.
Bake for 45 minutes to 1 hour or until potatoes are tender and browned.