Place broccoli in a medium saucepan with water to cover, bring to a boil, then reduce heat and simmer until tender, 15 minutes. Remove broccoli and reserve cooking water.
In the same pan, melt butter over medium heat. Cook onions and celery in butter until tender, 10 to 15 minutes. Stir in flour, milk and cream. Dissolve bouillon in 2 cups reserved broccoli water. Stir into soup. Season with Worcestershire, paprika and salt. Stir in cheese and cook 10 minutes more.
