Roughly chop the onion and lightly sweat it in the butter. You don't want it to colour, just go translucent.
Next add the cauliflower, broccoli, cubed potato, bay leaf, stock and milk to the pan, and bring to a light simmer.
When the veg is all cooked remove the bay leaf and blitz the soup until it's nice and smooth.
Next mix in the grated cheese gradually so that it doesn't get lumpy. Now season with salt and pepper until it's just right.
If you like, serve with a grating of nutmeg.
Use whichever cheese you like, lots of cheeses work really well.