Anyone torn between their salt-loving and sweet-craving sides will love these blue-cheese pastry puffs that are dipped in caramel and sprinkled with coarse salt.
Make the gougeres: Bring water, butter, sugar, and 1/2 teaspoon table salt to a boil in a medium saucepan. Remove from heat. Stir in flour using a wooden spoon, and return to medium-high heat. (This mixture is called a panade.) Dry panade, stirring constantly, for 3 minutes. It is ready when it pulls away from the sides and a film forms on the bottom of the pan.
Transfer panade to the bowl of a mixer. Beat on low speed until slightly cooled, about 1 minute. Raise speed to medium. Add 4 eggs, 1 at a time, beating until batter is smooth and shiny. It is ready when a string forms when you touch it with your finger. If a string does not form, the batter needs more egg: Lightly beat in remaining egg white a little at a time until a string forms. (This is called pate a choux.)
Preheat oven to 375 degrees. Trace 25 circles onto each of 2 pieces of parchment using a 1-inch round cookie cutter, spacing 2 inches apart. Coat 2 baking sheets with cooking spray, and top each with parchment, traced side down. Transfer pate a choux to a pastry bag fitted with a plain 1/2-inch round tip, and pipe rounds onto parchment, using traced circles as your guide. Smooth peaks with a moistened finger, rounding tops to ensure even rising. Freeze until firm, about 30 minutes.
Bake gougeres until pale golden brown, 25 to 30 minutes. Let cool completely on sheets set on wire racks.
Make the blue cheese filling: Beat blue cheese and mascarpone in the clean bowl of a mixer on medium-low speed until well combined. Reduce speed to low, and beat in heavy cream and 1/2 teaspoon pepper.
Transfer filling to a pastry bag fitted with a plain 1/8-inch round tip. Insert tip into bottom of each gougere, and fill.
Make the caramel: Prepare an ice-water bath. Bring sugar and water to a boil in a small saucepan, swirling pan and brushing down sides with a wet pastry brush to prevent sugar crystal from forming. Cook, without stirring, until caramel turns dark amber, about 10 minutes.
Remove from heat, and set saucepan in ice-water bath to stop sugar from cooking. Immediately dip the top of each gougere into caramel, and sprinkle with a pinch of coarse salt. (If the caramel hardens as you work, reheat over very low heat until it loosens.)