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Warm the milk and bay in a saucepan over a low heat for a few minutes. Once steaming, turn off the heat. Leave to infuse for 10 mins. Meanwhile, put the cauli in another pan, cover with hot water and boil for 2-3 mins until tender. Drain and leave in the colander to steam-dry.
Melt the butter in the cauliflower pan (no need to wash it) over a medium heat. Stir in the flour and cook for a minute or two, stirring to make a sandy paste. Add a ladleful of the warm milk, stirring until smooth. Keep adding the milk, stirring well, until you have a smooth sauce. Add the cream, nutmeg, mustard and half the cheese. Season well.
Heat the oven to 200C/180C fan/gas 6 if cooking straightaway. Tip the cauliflower into a baking dish (ours was 20 x 30cm), arranging any leaves to poke out a little, so they’ll go nice and crispy. Pour over the sauce, making sure the cauliflower is fully coated. Scatter over the brioche and remaining cheese. Will keep chilled for two days. Bake for 25-30 mins until golden.