Place the butter into a large saucepan then cook over a medium heat until melted.I'd recommend starting the sauce whilst the broccoli & cauliflower is in the oven. Once the butter has melted, stir in the flour then cook out for 1 minute, stirring constantly.
Next, add in half the milk then whisk until smooth. Cook out until thick, whisking/stirring regularly. This will take 2-3 minutes over a medium heat.
Pour in the remaining milk & keep cooking until thickened again.
Pour in the double cream, keep cooking for another couple of minutes until thick then stir in the mustard, nutmeg & chopped sage. Season the sauce with salt & pepper as well.
Turn the heat down to low, add in the grated cheeses then stir to melt. Give the sauce a taste to check the seasoning, add in more salt & pepper as needed then take the pan off the heat.
Next, add the roasted broccoli & cauliflower into the sauce, gently stir to combine then transfer to a large ovenproof dish.
Top the broccoli & cauliflower with extra grated cheddar then bake at 200°c/392°f for 20-25 minutes, until golden brown & bubbling.I like to use a microplane to grate the cheddar on top as I find that it melts better. I'd recommend placing the dish onto a baking tray, in case the sauce bubbles over. Once baked, let the broccoli & cauliflower cheese stand for 5 minutes then serve.