1For puffs:Preheat oven to 375 degrees. In a medium saucepan, heat milk and butter. Add salt, nutmeg, and pepper. Bring to full boil. Add flour all at once, stirring over medium heat until mixture leaves sides of pan and forms a ball (about 2 minutes). Remove pan from heat. Beat in eggs, one at a time. Beat after each addition until mixture is smooth and glossy. Stir in 1/2 cup of cheddar cheese. Separate mixture into 4 equal mounds or puffs and drop on a greased baking sheet, about 2" apart. Combine Parmesan cheese and remaining Cheddar. Sprinkle evenly over puffs. Bake until puffs are browned and crisp (40 to 45 minutes). Serve hot. For dressing: While cheese puffs bake, prepare salad dressing. In a small bowl, mix vinegar, mustard, salt, pepper, and oregano. Using a whisk or fork, gradually beat in oil until dressing is well combined and slightly thickened For salad:To prepare cucumber, peel alternate 1/2-inch strips from skin; cut cucumber in half lengthwise. Scoop out and discard seeds; then cut into thin half-moon-shaped slices. In a bowl, combine ingredients. Mix lightly with dressing just before serving. Cut a slice from top of each cheese puff while still hot. Place 1/4 of mushroom salad in each of the 4 puffs; replace tops. Serve at once.