Make the cheese sauce by melting the butter in a saucepan. Stir in flour until well blended. Gradually add milk and whisk until sauce has thickened. Add cheese, salt and pepper and mace and stir well. Remove from heat and add egg yolks one by one, mixing well. Leave to cool.
Halve the rolls and scoop out the crumb. Prick the shells lightly with a fork and spread the inside with butter. Transfer to a baking tray.
Bake shells in the oven for a minute or two.
Whisk egg whites and add to the sauce. Ladle the cheese sauce into the shells and bake for another 5 to 8 minutes, until set.
Mace may not be available in our local shops. Try searching online or in speciality shops. Mace is similar in taste to nutmeg but has a slightly more delicate flavour. Mace is a great addition to most baked items including stews, meats and sauces.