Make the sauce: Melt 3 tablespoons of the butter in a medium saucepan over low heat, then whisk in the flour and cook the roux, whisking, for 3 minutes. Whisk in milk and bring to a boil, whisking constantly. Reduce heat and simmer, whisking occasionally, 5 minutes. Whisk in salt, pepper, nutmeg, paprika, Tabasco and ⅓ cup of the cheese until the cheese is melted. Remove from heat, cover and set aside.