Place a heavy bottom saucepan over medium heat.

Add milk and cream. Heat until mixture begins to simmer.

Turn off heat.

Slowly whip in Parmesan and Romano cheeses. Then remove from heat.

Place egg yolks in a separate bowl.

Slowly whip in a portion of the hot milk and cream mixture. (This will increase temperature of egg yolks, known as tempering, so they don't "cook" when they are added to the hot cream.)

Very slowly add egg yolk mixture back into remaining cream mixture, stirring constantly.

Place saucepan back on very low heat. Continually stir until simmering.

Take sauce off heat so it thickens.

Taste. Add salt and pepper, to taste.