Bring the milk to the boil but do not let it actually boil. Off the heat, add the semolina to the milk: whisking constantly, hold the semolina in your fist and letting a light rain of grain fall into the pan as you beat. Keep beating till you have a thick paste and then let cool.
Mix the butter with the egg yolk, the cheese and a good grating of fresh nutmeg and a pinch of salt. Mash th