Preheat the oven to 375°. Melt 1 tablespoon of the butter. Brush six 6-ounce ramekins with the melted butter and sprinkle each ramekin evenly with 2 tablespoons of the Parmesan cheese. Place the ramekins on a baking sheet and set aside.
In a medium saucepan set over medium-low heat, melt the remaining 4 tablespoons of butter. Whisk in the flour and cook, whisking constantly, until the flour is a shade darker, about 3 minutes. Slowly whisk in the milk, then bring the sauce to a simmer, whisking constantly until thickened, 5 to 7 minutes.
Remove the pan from the heat and whisk in the egg yolks, blue cheese, the remaining 2 tablespoons of Parmesan, mustard powder, cayenne and nutmeg. Season with white pepper. Transfer the mixture to a large mixing bowl and set aside.
In another large mixing bowl, whisk together the egg whites and a pinch of salt with a whisk or handheld mixer until soft, glossy peaks form. Using a large spatula, gently fold the egg whites into the cheese mixture in 3 batches, just until no streaks remain.
Carefully spoon the mixture into the prepared ramekins and use a damp cloth to wipe away any excess batter on the rims. Place in the oven and bake until puffed and golden brown, 25 to 30 minutes. Serve immediately.