In a heavy 4-qt. saucepan, melt butter; add flour. Gradually add the broth. Bring to a boil. Cook and stir for 2 minutes or until thickened.
Add next seven ingredients; bring to a boil. Reduce heat; cover and simmer for 20 minutes or until vegetables are tender.
In a small bowl, blend egg yolk and cream. Gradually blend in several tablespoonfuls of hot soup; return all to saucepan, stirring until slightly thickened. Simmer for another 15-20 minutes. Stir in cheese and heat until melted.