Using 1/2 teaspoon shortening for each cup, grease the bottoms and sides of nine popover cups; set aside.
In a small bowl, beat egg whites and eggs; beat in milk and cream. Add the flour, sugar, salt and pepper; beat until smooth (do not overbeat). Fold in cheese. Fill prepared cups two-thirds full with batter. Fill empty cups two-thirds full with water.
Bake at 450° for 15 minutes. Reduce heat to 350° (do not open door). Bake 15 minutes longer or until deep golden brown (do not underbake). Immediately cut a slit in the top of each popover to allow steam to escape.