Melt 50 g of butter in a saucepan over medium heat for about 1 min.
Add 50 g of flour and stir constantly for 2-3 min until golden.
Gradually add 250 ml of milk while whisking to avoid lumps, then bring to a simmer and cook for 2 min until thickened.
Remove from heat and stir in 150 g of grated mountain cheese until melted.
Let cool for 1-2 min, then stir in 4 egg yolks and season with salt, pepper, and grated nutmeg to taste.
In a separate bowl, beat 4 egg whites until stiff peaks form, about 3-4 min with an electric mixer.
Gently fold the egg whites into the cheese mixture in two additions.
Line a baking sheet with baking paper, spread the dough evenly on it, and smooth the surface.
Bake in a preheated oven at 180°C (356°F) for 15 min until set and lightly golden.
Remove from oven and let cool for 5 min.
Halve 2 red peppers, remove the stems, seeds, and white membranes, then cut into small cubes.
Trim 2 bunches of chives and cut into 2-3 cm pieces.
Combine 300 g of cream cheese with the diced peppers, chives, salt, pepper, and cayenne pepper to taste.
Cut the cooled cheese dough in half crosswise and divide the filling between the two halves, spreading evenly.
Roll up each half tightly, using the baking paper as a guide, then place on a baking sheet.
Sprinkle the roulades with the remaining 50 g of grated mountain cheese and place under a preheated broiler on high heat for 3-4 min until melted and lightly browned.