Preheat the oven to 350 degrees . In a large bowl, whisk 1/2 cup EVOO, the garlic, vinegar and crushed red pepper; season with salt and pepper. Toss the kale in the dressing to coat.
Cut eight 12-inch pieces of kitchen twine. On a foil-lined baking sheet, stack half the kale leaves, one on top of another. Roll into a tight log and tie 4 pieces of twine, evenly spaced, tightly around the kale bundle. On a second foil-lined baking sheet, repeat with the remaining kale and twine. Top each kale bundle with another sheet of foil. Crimp the foil sheets around the kale to seal.
Roast the kale, turning the packets occasionally, until the stems are tender when pierced through the foil with a thin knife, about 40 minutes.
Meanwhile, in a small saucepan, melt the butter over medium. Add the flour and whisk 2 minutes. Add the milk and whisk until thickened, 2 to 3 minutes. Add the cheese and nutmeg and whisk until melted. Season.
Carefully remove the kale from foil. In a large skillet, heat 1 tbsp. EVOO over high. Add one kale bundle and cook, turning occasionally, until browned and crisp in spots, about 2 minutes. Repeat with the remaining oil and kale. Slice each bundle crosswise into 4 equal portions; discard the string. Serve with the cheese sauce.