Prepare the sauce by melting the butter in a saucepan over a medium heat. Whisk in the flour until you have a smooth roux. Cook the roux for 1 minute, whisking occasionally, then whisk in the milk in a slow, steady stream until you have a thickened sauce.
Simmer the sauce over a low heat for 5 minutes, then add the cubed cheese, nutmeg and seasoning. Continue to simmer and whisk for 3-4 minutes. Remove from the heat and cover the surface with an oiled piece of clingfilm to prevent a skin from forming.
Preheat the oven to 180°C.
Heat some of the olive oil in a large frying pan set over a moderate heat. Wilt the spinach in batches with a little seasoning, adding olive oil to the pan when needed. Remove the spinach from the pan and place in a colander set over a bowl.
Once all the spinach has been wilted, press against the colander to extract as much water as you can.
Spoon the spinach into heatproof ceramic bowls, making sure you leave a hole in the middle where the egg will sit. Working quickly, crack the egg into the centre then spoon the sauce around it and on top of the spinach.
Bake for 5-6 minutes until the eggs are set and the sauce is lightly coloured on top. Remove from the oven and leave them to stand for a few minutes before serving.
If serving vulnerable groups, elderly people, babies, toddlers, pregnant women and people who are unwell, cook until the whites and yolks are solid.