Fry the onion with the leek. Add the mushrooms and when they are cooked, add the chicken broth. Allow to boil for 3 minutes. Blend together.
In a saucepan, heat Cabrales cheese sauce over a medium heat.
To assemble, fill three quarters of the cup with the mushroom cream then using a spoon, pour over the cream cheese so that it falls on top of the mushroom cream ensuring that both creams do not combine. Sprinkle with nutmeg.