I used to be afraid of souffles, with all the fuss made about them. But if you've made a white sauce, and whipped up egg whites, you can do this with no problem.
Preheat the oven to 375 F. Butter a 2 quart souffle dish, then sprinkle some of the grated Parmesan cheese on the bottom, saving the rest to mix in with egg mixture.
Warm the milk with a slice of onion and a bay leaf.
Melt the butter in a large saucepan (3 quart or so), then whisk in the flour and cook for 3 minutes, stirring. Take the onion and the bay leaf out of the milk and discard, then mix the warmed milk into the flour whisking again, until incorporated. Cook over low heat, stirring slowly but nearly constantly, for 8 minutes.
During this time whip up the egg yolks until stiff.
Season the butter/flour/milk mix with 1/2 tsp salt and pepper to taste, plus a pinch of cayenne.
Stir in the cheese(s). Mix in the egg yolks one at a time. Fold in the egg whites.
Spread the batter into the buttered souffle dish. Bake about 50 minutes, until you get that dramatic looking top that's golden brown. Serve immediately.