Roast the hazelnuts in a dry pan over medium heat for 5-7 minutes, stirring frequently, until golden brown. Transfer to a plate and let cool for 5 minutes, then rub off the skins.
Finely dice the cheddar cheese and Gouda cheese.
In a bowl, whisk together the crème fraîche, eggs, and mustard. Season with freshly grated nutmeg to taste.
Grease a 750 ml loaf pan with the soft butter. Crumble the salt biscuits and sprinkle them evenly over the bottom of the pan.
Layer the diced cheese into the pan. Spread the roasted hazelnuts on top. Pour the crème fraîche mixture over everything.
Place the loaf pan in a larger baking dish. Fill the larger dish with boiling water until it reaches halfway up the sides of the loaf pan (water bath). Bake in a preheated oven at 200 °C (390 °F), positioned on the second shelf from the bottom, for 50-55 minutes.
Remove the terrine from the water bath and let cool to room temperature. Transfer to the refrigerator and chill for at least 1 hour before serving. Slice with a wet knife for clean cuts.