Begin by par-boiling the potatoes. Place the potatoes in a pot of cold water. Bring it to a boil over medium heat, then reduce it and simmer for 8 to 10 minutes, until just fork tender - you don’t want them to fall apart. You can always do this ahead of time and store the potatoes in the fridge until ready to use! Let the potatoes cool before slicing.
Place one potato on a cutting board. Place 2 knives on either side - this allows you to slice the potato without cutting it the whole way through. Make small slices from the top of the potato down, not cutting through. Repeat with the remaining potatoes. Place all the potatoes in a baking dish in a single layer. Drizzle with the olive oil and sprinkle all over with salt and pepper.
Preheat the oven to 350 degrees F.
Heat the butter in a saucepan over medium heat. Whisk in the flour to create a roux. Cook, stirring occasionally, until golden and fragrant, about 3 to 4 minutes.
Very slowly stream in the milk while whisking - streaming it in slowly is what will allow it to thicken. Add a pinch of salt and pepper along with the ground nutmeg. Turn off the heat and slowly stir in the cheese until it melts.
Pour the sauce over the potatoes. Bake for 30 to 40 minutes, until golden and bubbly and cheesy. Remove and let cool slightly before serving. Top with fresh herbs if desired.