Broccoli with Cheese Sauce

• 2 lb. broccoli, florets cut into 1-inch pieces, stems peeled and cut into ½-inch pieces
• 2 Tbs. vegetable oil
• salt and pepper, to taste
• 1 Tbs. unsalted butter
• 4 tsp. all-purpose flour
• ¼ tsp. dry mustard
• ⅛ tsp. cayenne pepper
• 1 cup half-and-half
• ½ cup water
• ½ cup shredded Monterey Jack cheese
• ½ cup shredded sharp cheddar cheese
• ¼ cup grated Parmesan cheese

Adjust oven rack to lower-middle position, place rimmed baking sheet on rack, and heat oven to 450°. Toss broccoli, oil, ¾ teaspoon salt, and ¼ teaspoon pepper in large bowl and set aside.

After 15 minutes, remove the hot baking sheet and arrange broccoli in single layer. Bake until spotty brown, 10 to 15 minutes, stirring halfway through cooking and checking frequently to avoid burning.

Meanwhile, melt butter in medium saucepan over medium heat. Add flour, mustard, and cayenne and cook, stirring constantly, until golden and fragrant, about 1 minute (the mixture will be clumpy, not liquid). Slowly whisk in half-and-half and water and bring to a boil. Reduce heat to medium-low and simmer until slightly thickened, 8 to 10 minutes. Off heat, whisk in Monterey Jack and cheddar until smooth, then stir in Parmesan until smooth. Season with salt and pepper to taste. Serve sauce over broccoli or with broccoli as a dipping sauce.