Pierce bay leaf onto the onion with the two cloves. Add 1 3/4 cup of the rice milk and all of the heavy cream to a small pot. Add the onion and bay leaf. Bring to a simmer, set aside.

Melt butter in a medium sized saucepan. Add the shallots and dried mustard, saute for 5 minutes. Add the Worcestershire sauce and white pepper. Remove the onion from the rice milk/heavy cream mixture. Add to the saucepan and bring to a boil, then reduce to a simmer. Whisk the cornstarch and remaining 1/4 cup of rice milk together, then whisk into the simmering sauce. Continue to simmer, whisking constantly, until the sauce has thickened and is smooth, about two minutes. Add the cayenne pepper and nutmeg and salt.

Off the heat, whisk in the cheese shreds and low protein cheese slices. If the cheese pieces do not melt after a minute, place an immersion blender in the pot and process until smooth. If desired, freeze what you are not going to use.