Finely chop the onion. Heat the butter oil in a large sauce pan and fry the onion on a medium heat for about 3 minutes without letting it colour. Add the flour, keep stirring well and simmer for 4 minutes on a low heat. Pour in the milk and stir to create a smooth sauce. Finally add the cream and stir until thick and smooth. Add 20 grams of cheese and season to taste with salt, pepper and nutmeg.
Leave to cool for 10 minutes then pour onto a plate. Cover the plate with plastic film and leave to cool in the fridge for 20 minutes.
Preheat the oven to 220 °C.
Halve the jalapeño peppers lengthwise and remove the seeds. Do this carefully so you leave the stem intact. Stuff the peppers with the cooled, thick sauce. Sprinkle with the rest of the cheese . Place them in an oven dish or on a baking tray. Bake in the middle of the oven for about 10 minutes until golden brown and bubbling.