Preheat oven to 375F. Grease a baking sheet; set aside. For pastry, in a medium saucepan, combine the water, milk, butter, salt, and nutmeg. Bring to boiling. Add flour all at once, stirring vigorously. Cook and stir until mixture forms a ball. Remove from heat. Cool for 5 minutes. Add two of the eggs, one at a time, beating well with a wooden spoon after each addition until smooth. Spoon batter into a pastry bag fitted with a round tip with a 1/2-inch opening.

Pipe twenty-four 1-inch mounds (or spoon batter with a rounded measuring teaspoon) 1 inch apart onto prepared baking sheet. Lightly beat the remaining egg and brush over tops of pastry mounds. Bake for 20 to 25 minutes or until golden. Transfer to a wire rack and cool.

Slice puffs in half horizontally with a serrated knife. For filling, in a medium bowl, combine cream cheese, goat cheese, and milk; beat with an electric mixer on medium speed until smooth. Add parsley, dill or basil, and pepper and mix well. Use a pastry bag to pipe filling into the bottom half of each puff (or spread each bottom half with a rounded teaspoon of the mixture). Replace tops. Serve immediately or cover and chill for up to 2 hours. Makes 20 to 24 puffs.

Make Ahead: Prepare as directed through Step 2. Place baked puffs in a freezer container. Seal, label, and freeze for up to 2 weeks. Thaw overnight in the refrigerator. Continue as directed in Step 3.