In a heavy saucepan, bring water to a boil with butter, salt, pepper and nutmeg and boil until the butter has just melted.
Remove pan from heat and add the flour all at once. Stir to combine; the dough will look like a paste.
Return saucepan to stove. Cook, beating vigorously, for one minute more until dough stays together and starts to create a film on the bottom of the pan.
Remove from heat. Beat eggs into dough one at a time until egg is completely incorporated. In the beginning it won't look like anything is happening, but then the egg will suddenly magically disappear into the dough. It takes a little bit longer with each egg.
Stir in the cheese. (The cheese may or may not fully "melt" into the dough.)
Using a pastry bag or a large plastic zipper top bag with the corner snipped off, pipe dough onto parchment-lined baking sheets. Brush top of each gougère with egg wash. If you'd like sprinkle tops with a little extra grated cheese or chopped fresh herbs.
Bake for 20-25 minutes, until puffed and golden.
Remove from oven and allow to cool for 5 minutes. Remove from baking trays. Serve immediately.
It is possible to freeze extra gougeres, though it is unlikely you will have leftovers. Just "re-crisp" them in a 425° oven for 3 to 4 minutes.