In a medium saucepan, melt the 2 tablespoons of butter. Add the minced shallots and cook over moderate heat, stirring constantly, until softened, about 2 minutes. Add the 2 tablespoons of flour and cook, whisking constantly, for 30 seconds. While whisking, add the milk in a slow, steady stream; whisk in the salt and piment d'Espelette and season with black pepper. Cook over moderate heat, whisking, until the mixture comes to a simmer and is slightly thickened, about 5 minutes. Remove the saucepan from the heat and stir in the cheese until it is melted.