Melt the butter, then whisk in the flour. Slowly whisk in the milk, then add the nutmeg, and cayenne. Continue cooking until smooth and thick, season to taste, then remove from heat.
Stir in the egg yolks, then the cheddar, Parmesan, and spinach,a nd transfer to a large mixing bowl.
Beat the egg whites, cream of tarter, and a pinch of salt for one minute at low speed, then for one minute at medium speed, then at high speed until firm, glossy peaks are formed.