Preheat oven to 375ºF. Melt butter in small saucepan on low heat. Stir in flour. Cook 2 min. until bubbly. Gradually stir in milk with wire whisk until smooth. Stirring constantly, bring to boil on medium heat; boil 1 min. Remove from heat. Beat the 4 egg yolks slightly in small bowl. Stir small amount of hot mixture into yolks. Stirring constantly, slowly pour egg mixture back into hot mixture. Stirring constantly, cook on low heat 1 to 2 min. or until thickened. Add cheeses; stir until melted. Set aside.