Sand flour, salt and butter. Add the egg and water and mix until just combined. Wrap up and chill. For one pie, use two-third of the pastry. Work out dough with some flour to make it pliable but cool. Roll out into a 0.12''/3mm thick disk. Gently lay in the greased pan, and carefully press pastry into bottom and up sides of pan. Refrigerate pastry during this process if necessary. Roll your rolling pin over top of pan to get rid of excess pastry. Lift up the edges without smashing the pastry too much; refrigerate to rest half an hour; trim off excess dough again. With a fork, prick the bottom of the dough (this will prevent from puffing up). Chill the pastry a couple of hours or best overnight before baking. Gather pastry scraps with remaining dough; avoid over working scraps. Wrap up and refrigerate for up to 5 days or freeze for weeks.
In a large saucepan, melt butter on medium heat. Whisk in flour and cook for a minute. Pour in the lukewarm milk, bring to a boil and cook for 2 minutes whisking constantly. Remove from the heat add yolks and blue cheese. Adjust seasoning with salt and pepper. A dash of nutmeg can be added too. Cover to keep warm. Preheat oven to 350ºF/180ºC. Beat egg whites on high with a pinch of salt to firm peak stage. Using a whisk, fold the egg whites into the béchamel in two times. Cover bottom of the pie with the crushed nuts if desired, fill to the top and bake immediately.
Bake souffle at 350ºF/180ºC, for about an hour. Serve immediately – Bon appétit!