http://www.bonappetit.com/recipe/gougeres
Preheat oven to 400°. Bring butter, salt, nutmeg, and 1 cup water to a boil in a medium saucepan, stirring until butter is melted. Remove from heat, add flour, and stir to combine.
Cook mixture over medium heat, stirring vigorously with a wooden spoon, until mixture pulls away from sides of pan and forms a ball, about 2 minutes. Continue to cook, stirring vigorously, until a dry film forms on bottom and sides of pan and dough is no longer sticky, about 2 minutes longer. Remove pan from heat and let dough cool slightly, about 2 minutes. Mix in whole eggs one at a time, incorporating fully between additions. Mix in cheese and pepper.
Scrape dough into a piping bag fitted with a ½” round tip (alternatively, use a plastic bag with a ½” opening cut diagonally from 1 corner). Pipe 1” rounds about 2” apart onto 2 parchment-lined baking sheets. Whisk egg yolk and 1 tsp. water in a small bowl; brush rounds with egg wash.
Bake gougères until puffed and golden and dry in the center (they should sound hollow when tapped), 20–25 minutes.
Dough can be made 4 hours ahead. Cover and chill. Gougères can be baked 2 hours ahead; reheat before serving.