Preheat oven to 350°F. Grease a medium (4-cup) souffle dish, or a similar size casserole dish.

Melt the butter in a saucepan. Add the flour, stir together, and cook for one or two minutes. Add the Cayenne, and cook for another minute.

Pour in the milk slowly, stirring as you do. It should begin to thicken almost immediately. Cook, stirring, for another 3 to 5 minutes as it thickens.

Add the Parmesan, rosemary, finely grated lemon zest, and parsley, stirring to melt the cheese. Season with salt and pepper. Remove from heat, and allow it to cool slightly.

Separate the eggs. Beat the yolks lightly, and stir into the cheese mixture.

Beat the egg whites until soft peaks form.

Carefully fold the whites into the rest of the mixture, taking care to turn over only until just blended. Do not over mix.

Transfer into the souffle dish or casserole, and bake in the oven for about 40 minutes. It should be golden on top, with a firm but still wiggly texture.

Serve immediately.