In a heavy saucepan over medium-high heat, stir 3 tablespoons flour into 3 tablespoons melted butter and cook, stirring constantly, for 2 minutes. Gradually whisk in 1 cup heavy cream until smooth, then whisk in 2 cups milk. Simmer gently until the sauce is thick enough to coat a spoon, about 5 minutes. Remove from the heat and whisk in 2 1/2 cups grated sharp cheddar cheese, 4 ounces cubed cream cheese and 1/4 cup grated parmesan cheese until melted and smooth. Season with salt and a pinch ground cayenne pepper.