Heat oven to 220C/425F/Gas 7.
In a small pan melt the butter and flour together to make a roux and cook for one minute.
Stir in the milk, cheese, egg yolks and double cream. Cook until smooth, stirring continuously. Leave to cool slightly.
Whisk the egg whites to stiff peaks and gently fold into the cheese mixture.
Pour into a small frying pan and bake in the oven for 8-10 minutes.
Serve in the frying pan.