Preheat the oven to 400F (204C) and move a rack into the top third of the oven. Line several baking sheets with parchment paper. In a small bowl, whisk together the egg yolk and heavy whipping cream and set aside.

Place the milk, water, butter and sea salt in a medium, heavy-bottom saucepan over medium heat. Stir frequently until the butter melts and then turn up the heat to medium-high and you start to see bubbles around the exterior of the pan. Dump all of the flour into the saucepan and stir rapidly with a wooden spoon until the dough starts to pull away from the sides of the pan and a mass forms.

Scrape the mixture into the bowl of an electric stand mixer fitted with the paddle attachment and let the mixture cool for a couple of minutes. With the mixer on low add in the eggs one at a time, making sure that one is well blended before adding in the next. Scrape the sides and bottom of the bowl to make sure everything is combined.

Use a 1 1/2 tablespoon cookie scoop (or estimate) to heap mounds onto the prepared baking sheets, leaving 1 1/2 inches between mounds. With a damp (not dripping wet) finger smooth over the tops. Brush the tops with the egg-cream wash and sprinkle each one with a pinch of parmesan.

Bake in the top third of the oven for 23-25 minutes or until golden brown. Once out of the oven, pierce the side of each cheese puff with a small knife to release some steam.

In the bowl of an electric stand mixer fitted with a paddle add the goat cheese and cream cheese and mix on medium for 8 minutes until smooth, fluffy and well blended. Add in the walnuts, jalapeño, chives, garlic, sea salt and mix on medium until everything is evenly distributed throughout, about 4 minutes. Scrape the mixture into a plastic bag (or pastry bag), cut a small hole in the corner and pipe into the hole that you pierced. Serve immediately or store in the fridge until ready to serve. If you chill them, bring back to room temp before serving (you could even give them a quick 1-2 minute blast of heat in a warm oven to toast them up).