Heat oven to 400°. Place one 12-cup popover pan in preheated oven.
In a large bowl, whisk together eggs, herbs, salt, cayenne and nutmeg. Whisk in warm milk gradually so that eggs do not cook. Gradually whisk in flour until smooth.
Remove pan from oven and generously coat all over with nonstick cooking spray. Divide batter among 12 popover cups, about 1/3 cup in each (you will have some batter left over). Top with cheese.
Bake at 400° in middle of oven, placing a tray on lower shelf, for 30 minutes or until popovers are golden brown and risen. Remove from pan and serve immediately.