Put the milk, bouquet garni and nutmeg in a small saucepan and bring to the boil over a high heat. Remove from the heat and set aside to infuse and cool down for about 15 minutes until warm.
Strain the milk mixture into a large saucepan and season with salt and pepper. Reheat gently over a medium-low heat to a simmer, then add the butter and flour paste bit by bit, stirring until the milk thickens. It should have a very smooth texture without any lumps. Continue to cook the milk mixture for a further 5 minutes, then add the egg yolks one by one, stirring until combined after each addition. Add
Grease four individual 9 × 5cm/3½ × 2in ramekins (or one round 18 × 8cm deep/7 × 3¼in deep soufflé dish) with the remaining butter, then coat the inside of the dishes with the remaining Cheddar and Comté cheeses, sprinkle a little cayenne pepper over and chill to set while you finish preparing the soufflé mixture.
Spoon half the mixture into the ramekin dishes, add the goat’s cheese and then top with the remaining soufflé mixture. Smooth the tops and wipe the inside borders of the dishes clean with your thumb. Finally, sprinkle a little extra Comté over.