Preheat the oven to 375 degrees. Butter four 1-cup ramekins and coat each one with 1 tablespoon of the grated Parmigiano.

In a medium saucepan, melt the 2 tablespoons of butter. Add the flour and cook over moderate heat for 1 minute, whisking constantly. Add the milk, salt, and cayenne and cook, whisking, until very thick and bubbling, about 2 minutes. Scrape the mixture into a large bowl and whisk in the Roquefort and the remaining 1/4 cup of grated Parmigiano. Whisk in the egg yolks and chives.

In another bowl, using an electric mixer, beat the egg whites until firm peaks form. Fold the beaten whites into the cheese mixture until no streaks remain. Pour the mixture into the ramekins, filling them three-fourths of the way; set the ramekins on a baking sheet. Bake the souffles for about 20 minutes, until puffed and golden. Place the souffles on plates and serve immediately.