Put the pan back on the stove and keep stirring the mixture so no lumps form and it starts to thicken. Quickly add the cheese, pepper, and nutmeg and keep stirring till the cheese melts completely. Gruyere is quite salty so add salt to taste and stir well. Meanwhile, prepare the Bechamel. Melt butter in a medium saucepan. Add the flour and mix well, stirring quickly. Once the Mornay sauce has thickened well, take it off the heat and keep aside.