Preheat the oven to 400 degrees. Butter each ramekin generously and sprinkle with Parmesan cheese.
Melt butter in heavy large saucepan over medium heat. Add flour, cayenne pepper and nutmeg. Cook without browning until mixture begins to bubble, whisking constantly, about 1 minute. Gradually whisk in milk, then wine. Cook until smooth, thick and beginning to boil, whisking constantly, about 2 minutes.
Remove from heat. Mix yolks, salt and pepper in small bowl. Add yolk mixture all at once to sauce and whisk quickly to blend. Fold in 1 1/4 cups Gruyère cheese and 1/4 cup Parmesan cheese (cheeses do not need to melt).
Using electric mixer, beat whites in large bowl until stiff but not dry. Fold 1/4 of whites into lukewarm souffle base to lighten. Fold in remaining whites. Transfer soufflé mixture to prepared dish. Sprinkle with remaining 2 tablespoons Gruyère cheese.
Place souffle in oven; reduce heat to 375°F. Bake until puffed, golden and gently set in center, about 25 minutes. Serve immediately.