Preheat the oven to 180°C.
- Make a roux by melting the butter and adding flour.
- Cook slowly and do not allow to colour.
- Add the infused milk (which has been strained) to the roux gradually, stirring constantly, making sure there are no lumps.
- When all the milk has been added, allow to cook out slowly (this will take approximately 15 minutes).
- Cook the spinach in a little boiling salted water and refresh in cold water.
- Squeeze thoroughly and chop finely.
- Add a pinch of salt to the egg whites and beat up until very stiff.
- Season the sauce with Cayenne, nutmeg and salt.
- Add egg yolks and mix thoroughly.
- Add spinach, continuing to mix and fold in, little by little, the beaten egg whites.
- Add the tablespoon of water to the egg yolks.
- Cook over a gentle heat, whisking continuously to a sabayon.
- Allow to cool slightly and slowly add the warm clarified butter.
- When combined, add a little Cayenne, salt, and a squeeze of lemon juice.
- Blend the anchovy fillets with a drop of water to a smooth paste.
- Put into a bowl, add sauce, whisking continuously until thoroughly mixed.
- Pass through a fine chinois and serve with the soufflés.