Spray a 9x13" pan with cooking spray and preheat oven to 375 degrees.
Melt butter in a medium sized sauce pan. Add flour to butter to form a roux.
Cook roux for about 2 minutes then add the whipping cream and milk slowly
Wait for the mixture to thicken to a medium thick consistency. Add salt, pepper and nutmeg to taste.
Add all cheeses, except the cheddar.
Put a layer of potato slices in the bottom of the pan slightly overlapping.
When cheeses are melted, add enough of the mixture on top of the first layer of potatoes.
Add another layer of potatoes and another layer of sauce. Continue the layering until pan is almost full (about 4-5 layers) ending with the sauce on top.
Add reserved cheddar cheese to the top.
Cover with foil and back at 375 for about 45 minutes. Then take foil off and bake another 15-20 minutes or until the potatoes are fork tender.
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