Whisk the flour into the cream and bring slowly to the boil, whisking from time to time. Remove from the heat and leave to cool slightly.
Whisk the eggs vigorously. Beat these into the cooled cream. Add the grated Cheddar, butter, nutmeg to taste, salt and cayenne pepper and beat in thoroughly with a wooden spoon.
Heat oil for deep-frying to 190°C/375°F. Drop in