1. Preheat the oven to 350°. In a 2- to 3-quart enameled or stainless-steel saucepan, melt the butter over moderate heat. When the foam subsides, stir in the shallots or onions and cook for several minutes. Do not let them brown.
2. Stir in the flour and cook, stirring constantly, for a minute or two. Slowly pour in the cream, stirring constantly with a whisk. Then over high heat, cook, stirring, until the sauce thickens and comes to a boil; reduce the heat and simmer slowly for 2 minutes to remove any taste of raw flour.
3. One at a time, beat the egg yolks into the sauce. Then bring the sauce to a boil, stirring constantly, and boil for 30 seconds. Remove from the heat, stir in the crab meat, nutmeg and Cayenne.
4. Lightly butter the bottom and sides of a 2-quart casserole or souffle dish, and spoon in half the crab mixture. Spread with half the cheese slices, then spoon in the rest of the crab mixture and cover with the remaining cheese.
5. In a large bowl, beat the egg whites, salt and white pepper with a whisk or a rotary or electric beater until they form unwavering peaks on the beater when it is lifted out of the bowl. Gently spread the whites over the sliced cheese and sprinkle the top with the grated cheese.
6. Bake in the middle of the oven for 25 minutes, or until the meringue is golden. Serve at once.
