Melt butter on low in small saucepan. Warm the milk slightly in the microwave (do not overheat). Stir butter for 2 minutes, being careful not to scorch. When butter is melted, add the flour and stir, then add the milk and whisk until sauce is smooth and thickened up. Remove from heat and add pepper, salt, nutmeg, 1/2 cup of Gruyere and all the Parmesan. Set aside, stirring occasionally.