Cut an X in the base of each sprout. Cook in boiling water 7-9 minutes until tender. Test with fork.
Drain water and refresh under cold water. Press out excess water.
Melt butter in a large saucepan over medium heat and stir in flour, salt, mustard and pepper. Mix for 1 minute. Add milk and whisk until smooth. Add shredded cheese and mix until cheese is completely melted and creamy, about 3-4 minutes.
Add brussels sprouts into cheese sauce saucepan and mix to fully coat them.