Make a white sauce. Don't try this for your first meal. You may want to use a double boiler. Most people do. I use a cast iron skillet...always have...never knew any better and it always worked perfectly. [What can I say? I don't need no stinking, double boiler. I have testosterone.] If you don't know how to do it, get someone to show you. I think you really need to see it in order to understand how it needs to be when it is ready for the next step.
When the white sauce is done, add the W. sauce, cayenne pepper, and salt.
Cool 2-3 minutes, then add in the cheese
Add the egg yolks.
Beat egg whites into peaks. Fold in the white sauce mixture. Put into a casserole.