1. Season the chicken with salt and pepper. In a skillet heat half the butter, add the chicken pieces, skin side down, and cook until browned. Turn the pieces, partly cover the skillet and cook until the chicken is tender, about thirty minutes.
2. Preheat oven to moderate (350° F.).
3. In a saucepan, melt the remaining butter, add the flour and stir with a wire whisk until blended. Bring the cream to a boil and add all at once to the butter-flour mixture, stirring vigorously with the whisk until the sauce is thickened and smooth. Stir in one tablespoon of the cheese. When it has melted, stir in the egg yolks lightly beaten with a little of the hot sauce.
4. Sprinkle the bottom of a flat casserole with one-quarter cup of the cheese, arrange the chicken on the cheese and spoon the sauce over the top. Place the casserole in the oven and bake five minutes or until thoroughly heated,