In a medium saucepan with enough water to cover, boil cauliflower and broccoli until tender, about 10 minutes. Drain, and transfer to a medium baking dish.
In a separate medium saucepan over low heat, melt butter, and stir in flour. Gradually whisk in milk, and increase heat to medium. As the mixture thickens, whisk in English mustard, cayenne pepper, salt and pepper. Continue whisking until a thick sauce has formed, being careful not to allow the mixture to boil. Sprinkle in 2/3 of the cheese, and stir until melted.
Pour sauce over broccoli and cauliflower. Bake in the preheated oven 30 minutes, until bubbly and lightly brown. Sprinkle with remaining cheese during the final 10 minutes of cooking.