Kohlrabi and squash gratin

Name: Kohlrabi and squash gratin
Ingredients: 2 tablespoon unsalted butter; 1 medium shallot, diced; 1 1/2 cup heavy cream; 1/2 teaspoon freshly grated nutmeg; 1/4 teaspoon cayenne or other hot ground chile; 1 teaspoon kosher salt; 2 medium kohlrabi or turnips, peeled and sliced ¼-inch thick; 1 large or 2 medium baking potatoes, peeled and sliced ¼-inch thick; 1 medium winter squash, peeled, seeded, sliced ¼-inch thick (butternut, kabocha and unpeeled delicata are favorites); 1/4 cup grated cheese (parmesan, romano, gruyere or a combination)