Wash the sprouts and pull off yellow outer leaves. Cook them in salted water for 2-3 minutes. Drain.
Make the bechamel: melt the butter in a skillet, add flour and mix until it’s smooth. Pour in the milk and simmer on a low heat, stirring from time to time, until the sauce thickens. Season with black pepper and nutmeg. Take off the heat and add parmesan. Stir until it melts.
Place the sprouts in a baking dish, cover with sauce and sprinkle with parmesan. Bake for 10-15 minutes at 180C.