Reduce heat to medium, add Butter to fry pan, allow to melt. Sauté Butter, 3 minutes, (until frothing slows). Whisk in Flour, Anchovies, Thyme, Nutmeg, sauté 1 minute. Make a well in centre of pan, add Garlic sauté 30 seconds.
Slowly whisk in milk, continue to stir until mixture is bubbly. Remove from heat.
Add Salt, Pepper and Cheese. Whisk until blended.
Spread thin layer of Cream on bottom of baking dish
In baking dish, arrange 1/3 of Potato slices in the bottom. Cover Potatoes with 1/3 of the Cheese Sauce. Add layer of Italian Sausage. Thinly spread Cream Sauce. Add another layer of the remaining drained Potato slices, add layer of Cheese Sauce.
Top with Cheddar Cheese.
Bake uncovered for 1 hour.
Cool 30-40 minutes before serving.