Preheat the oven to 350°F. and butter a 2-quart shallow baking dish, or spray with nonstick cooking spray. Bring a large pot of salted water to a boil.
For the sauce, in a large heavy saucepan melt the butter over medium heat and whisk in the flour. Cook, stirring for about 4 minutes, until blond in color, and gradually whisk in the milk. Turn the heat up to medium high and bring the sauce to simmer, whisking frequently, lower the heat to medium-low, and simmer for 5 minutes until the sauce starts to thicken. Stir in the mustard, mascarpone, creamy goat cheese, cheddar and Manchego cheese until everything is melted and smooth.
Meanwhile, add the pasta to the boiling water, cooking until barely al dente (follow package directions, but stop a minute or two before the penne is fully cooked). Before you drain the pasta, scoop out 1/2 cup of the cooking water and whisk it into the sauce. Taste the sauce and season with salt and pepper as desired.
Add the drained pasta to the sauce along with the parsley and stir to combine. Turn the mixture into the baking dish. There will be a generous amount of sauce, much of which will absorb into the pasta as it finishes cooking in the oven.
Bake for about 30 minutes, until golden and bubbling. Let sit for a few minutes before serving.
Notes
The cheese varieties used are just a suggestion. You can absolutely use whatever you love or have on hand. It's also super easy to double and bake into two dishes so you can share with a friend.