GOUGèRES

Steps:

• Preheat oven to 400°F. Bring butter, salt, nutmeg, and 1 cup water to a boil in a medium saucepan, stirring until butter is melted. Remove from heat, add flour, and stir to combine.
• Cook mixture over medium heat, stirring vigorously with a wooden spoon, until mixture pulls away from sides of pan and forms a ball, about 2 minutes. Continue to cook, stirring vigorously, until a dry film forms on bottom and sides of pan and dough is no longer sticky, about 2 minutes longer. Remove pan from heat and let dough cool slightly, about 2 minutes. Mix in whole eggs one at a time, incorporating fully between additions. Mix in cheese and pepper.
• Scrape dough into a piping bag fitted with a 1/2" round tip (alternatively, use a plastic bag with a 1/2" opening cut diagonally from 1 corner). Pipe 1" rounds about 2" apart onto 2 parchment-lined baking sheets. Whisk egg yolk and 1 teaspoon water in a small bowl; brush rounds with egg wash.
• Bake gougères until puffed and golden and dry in the center (they should sound hollow when tapped), 20-25 minutes.
• DO AHEAD: Dough can be made 4 hours ahead. Cover and chill. Gougères can be baked 2 hours ahead; reheat before serving.