Line a 23-cm (9-inch) square pan with plastic wrap.
In a saucepan, melt the butter. Add the flour and cook for 1 minute over medium heat, stirring constantly. Gradually whisk in the milk and bring to a boil. Add the Parmesan, cheddar and nutmeg. Stir until the cheese has melted. Season with pepper.
Pour the mixture into the pan. Cover with plastic wrap and press with a spatula so that the surface is smooth.
Refrigerate for at least 3 hours or until the mixture is firm.
Remove from the pan and cut into four squares, then cut each square into four triangles or heart shapes (see note).
Place the flour, eggs, breadcrumbs and walnuts into 4 shallow bowls.
Dredge each piece in the flour, dip in the beaten eggs then cover with breadcrumbs. Place on a baking sheet. Once all the pieces are coated with breadcrumbs, dip again into the beaten eggs and coat with the chopped nuts.
In a skillet, brown the fondue in the oil over medium heat for 1 to 2 minutes on all sides. Serve with a sprout salad.
You can freeze the cheese fondue before or after frying. They will however be crispier if you brown them just before serving. For a change, cut heart-shaped “Fondue Parmesan” with a cookie cutter ... it’s very nice!