Melt the butter in a small saucepan over a medium heat. Grease a 33 x 23 cm (13 x 9 inch) Swiss roll tin with a little of the melted butter, then line it with baking paper.
Stir the flour into the remaining melted butter to make a roux. Gradually whisk in the milk and continue to cook until the sauce comes to the boil and is thick and creamy. Remove from the heat, add the cayenne and season. Stir in the egg yolks, mustard, Cheddar and 40 g (1¾ oz) of the walnuts.
In a large grease-free bowl, whisk the egg whites with a hand-held electric whisk until stiff peaks form. Fold the egg whites into the cheese mixture and gently pour into the prepared tin. Bake in a preheated oven, 200˚C (400˚F), Gas Mark 6, for 10–12 minutes, until firm to the touch.
Sprinkle the remaining walnuts onto a piece of baking paper slightly larger than the tin. Turn the roulade out onto the paper, peel off the lining paper and use the paper to gently roll it up. Cover with a damp cloth and leave to cool slightly.
Unroll the roulade, spread with the cream cheese and sprinkle over the spinach and spring onions, then re-roll. Serve warm or cold.