Peel and finely chop the shallot and garlic. Coarsely grate the cheese. Heat butter in a pot. Sauté shallot and garlic for 2-3 minutes. Add milk and cream, bring to the boil and simmer for about 5 minutes.
Stir starch and wine until smooth. Stir into the milk cream and bring to the boil. Simmer for about 1 minute, gradually adding the cheese and melting.
Drain the capers. Stir into the sauce with mustard and chilli. Season to taste with salt. Keep warm on a teapot warmer or mini-chaud and stir frequently.