Mix together your seasonings and season both sides of the chicken breasts well.
Heat a grill pan over medium to high heat, and grill your chicken until done (internal temperature of 165°F).
Set aside.

Cheese Sauce:
In a medium-sized sauce pot, melt your butter over medium heat.
Whisk in your flour and cook until it begins to just bubble around the edges.
Add in the milk slowly, whisking to combine as you go.
Continue to whisk until your mixture is heated through.
You’ll want to check the temperature (using your finger or a thermometer). It should be hot enough to melt the cheese but not boiling.
When the mix is hot, start whisking in your cheese in small amounts at a time until all of the cheese has been mixed in.
Once the cheese is melted, stir in the paprika and cayenne pepper. Season with salt if needed. Serve hot over the chicken.