In a medium bowl, whisk together the eggs, milk and melted butter. Whisk in the flour and salt and fold in the cheeses and chives until evenly incorporated. Cover batter and refrigerate for 30 minutes.
Put a mini muffin pan on the middle rack in the oven to warm for 10 minutes.
Remove muffin tin from oven (careful, hot!) and pour the batter into the cups of the hot tin, filling almost to the top. Lightly sprinkle with cayenne. Bake the popovers until crisp and golden, about 18 to 20 minutes. Remove from the oven and serve immediately.