Photograph: Brett Stevens
Preheat the oven to 190°C, fan 170°C, gas 5. Heat the milk and cream gently with the bay leaf until the mixture simmers, then take off the heat.
Meanwhile, melt the butter in a large pan, then stir in the flour. Cook for a minute. Remove the bay leaf from the milk and cream, then slowly add the liquid to the flour, whisking all the time. Bring to a simmer, then cook for 2-3 minutes on a low heat, stirring – the sauce will be very thick at this stage. Season with salt and freshly ground black pepper and take off the heat. Beat the cheese into the sauce until it melts. Leave to cool slightly.
Beat the egg yolks into the cooled sauce. In a clean bowl, whisk the egg whites with an electric hand whisk until soft peaks form. Gently fold them into the sauce in 3 batches. Divide the mixture between 6 x 200ml ramekins and put them in a roasting tin. Pour boiling water into the tin to about 1cm deep. Bake in the preheated oven for 25 minutes. Allow to cool completely in the water.
While the soufflés are cooling, turn the oven down to 180°C, fan 160°C, gas 4. In a large casserole dish with a tight-fitting lid, scatter a layer of the red cabbage. Sprinkle on some sugar and balsamic vinegar and season with salt and freshly ground black pepper. Add a few knobs of butter and dot over some marmalade. Repeat these layers until the ingredients are all used and then cover with the lid.
Let the cabbage cook slowly in the preheated oven for about 1 hour 45 minutes or until soft and glazed. Remove from the oven and give it a good stir before serving.
Increase the oven temperature to 190°C, fan 170°C, gas 5, and put a baking sheet into the oven to heat up. Run a knife around the inside of the chilled soufflés, then reheat on the baking sheet for about 20 minutes until they rise again (they won't rise as much as when first cooked). Carefully turn out to serve.