Heat the fat in a saucepan and sauté the flour in it over a low heat for about 5 minutes, stirring constantly. Deglaze with wine and stock. Let simmer for about 20 minutes while stirring.
In the meantime, wash the thyme, dab dry and pluck. Grate cheese finely. Remove the rind from the toast and cut into small cubes. Heat oil in a pan and fry the cubes in it until golden brown. Add thyme and 25 g cheese while stirring.
Remove the croutons. Stir the remaining cheese into the soup. Season with salt, nutmeg and cayenne pepper. Mix cream with egg yolk, stir into the soup and do not let it boil anymore. Arrange soup in cups, put croutons on top and garnish with chives.