Position a rack to the center of the oven, and heat oven to 400 degrees.
On a rimmed baking sheet lined with foil, toss the broccoli with the oil to fully coat. Season with ½ tsp. of salt and ¼ tsp. of pepper, and the nutmeg.
Roast until brown and crispy in spots, rotating the pan and stirring the broccoli half way through, about 12 minutes.
Cut lemon in half and squeeze their juice over the broccoli while resting in the pan. Transfer broccoli to serving dish, being careful to avoid any seeds that may have fallen from the lemon. Top with cheese to your liking and serve immediately.
Recipe Notes
* Tip: Use a vegetable peeler to make cheese shavings.