preheat oven to 375 degrees
toss onions in oil, salt and pepper, place in baking dish and in the oven
every 15 minutes toss onions to prevent burning and encourage even cooking, cook 45-60 minutes or until well cooked, soft and translucent
Make Bechamel Sauce
In sauce pot over medium heat add butter and flour, whisk well and cook for 2 minutes
add cream, wine, chicken stock, salt, pepper, cayenne and nutmeg.
continue whisking until the sauce thickens slightly, be careful not to boil over..reduce heat to low.
Pour sauce over onions, add grated parmesan and shredded cheese. PLace under the broiler for a few minutes being VERY careful not to burn it.