In a large saucepan over medium-low heat, melt the butter. Whisk in the flour and cook for 1 minute. Slowly add in the milk while steadily whisking. You do not want any lumps to form. After the milk has been fully incorporated, allow the sauce to simmer for 10 minutes, until thickened. Occasionally whisk the sauce and season with a few grates of nutmeg, a pinch of white pepper, black pepper, and sea salt. Turn off the burner and whisk in the cheeses.