First make the glazed carrots. Melt the butter in a frying pan, add the carrots, cover and fry gently for 15 minutes, shaking the pan from time to time. Add the Marsala or sherry, season well and cook for 10 minutes until tender. Allow to cool then chill until required.
Meanwhile, butter the insides of 4 soufflé dishes, about 10 cm (4 inches) in diameter and 6 cm (2½ inches) tall. Mix the cheeses together, add 1 tablespoon to each dish then tilt the dishes until the insides are coated with cheese.
Melt the remaining butter in a saucepan, stir in the flour and cook for 1 minute. Whisk in the milk and bring to the boil, whisking continuously until very thick and smooth. Take off the heat and mix in the remaining cheese, egg yolks, mustard, salt to taste and a large pinch of cayenne. Allow to cool for 10 minutes, then gradually whisk in the egg yolks. Cool.
Whisk the egg whites until stiff, then fold a large spoonful into the cooled cheese sauce. Add the remainder and gently fold in. Divide the mixture between the soufflé dishes then freeze (uncovered) in the coldest part of the freezer until required.
When ready to serve, wrap the dishes with folded non-stick baking paper that stands 4 cm (1.5 inches) above the dishes and tie with string (see