Add cauliflower to a large saucepan of boiling water. Boil for 4 minutes. Remove using a slotted spoon. Drain well. Add broccoli to boiling water. Cook for 2 minutes. Drain. Set aside.
To make white sauce, place milk, bay leaves and peppercorns in a saucepan over a medium heat. Bring to a simmer. Remove from heat. Strain into a heatproof jug. Discard solids.
Melt butter in a medium saucepan over a medium heat. Add flour. Cook, stirring, for 1 minute. Remove from heat. Gradually whisk in milk until smooth. Return to a medium heat. Whisk until mixture boils and thickens. Add cheese. Whisk until melted. Season with salt and pepper.
Arrange vegetables in an ovenproof dish (8-cup capacity). Pour over white sauce. Top evenly with combined crumbs and almonds. Sprinkle with nutmeg.
Cook, uncovered, in a moderate (180C) oven for 35 to 40 minutes, or until golden. Stand for 5 minutes before serving.