A Mornay sauce is a Béchamel sauce with shredded or grated cheese added. Usually, it consists of half Gruyère and half Parmesan cheese, though some variations use different combinations of Gruyère, Emmental cheese, or white Cheddar.It is often served with seafood or vegetables. Mornay sauce is a key ingredient in the Hot Brown sandwich, made famous at the Brown Hotel in Louisville, Kentucky.