Preheat oven to 425F. In a medium saucepan over medium-high heat, combine the water, salt, pepper, butter, and nutmeg and bring to a boil. When the butter melts, reduce the heat to low. Add flour and beat with a wooden spoon for 1 or 2 minutes, until mixture pulls away from sides of the pan. Remove from heat. Add the cheese and beat with the wooden spoon until well incorporated. Add 4 of the eggs, one at a time, and beat further until the egg is completely absorbed into the batter. Continue beating until it is firm, shiny and smooth. Drop the batter by small spoonfulls onto a lightly greased cookie sheet. In a small bowl, beat the remaining egg with 1 tablespoon of water. Brush the egg and water mixture onto the uncooked pastries. Bake in the upper third of the oven for 15-20 minutes or until double in size or golden. Either allow to cool at room temperature or serve hot from the oven. Makes 3 dozen.