Preheat the oven to 200˚C and butter the ramekins generously.
Place the ramekins in a flat, deep roasting dish and set aside.
Heat a drizzle of olive oil in a large frying pan.
Cook the mushrooms until golden brown.
Season lightly and set aside to cool.
Once cool, divide the cooked mushrooms amongst the buttered ramekins.
Melt butter in a medium sized saucepan and scatter over the flour.
Cook the mixture, moving it around the pan with a spatula.
Switch to a whisk and pour in the milk very gradually while constantly whisking to keep the mixture smooth.
Cook over medium high heat until béchamel thickens.
Remove from the heat and add the parmesan, Dijon and nutmeg.
Season with salt and pepper, to taste.
Beat in the egg yolks, one at a time, until fully incorporated.
Set aside.