In a large saucepan, sauté the onion in the butter or margarine until it is tender, about 3 minutes. Stir in the broth, zucchini, corn, chilies, salt and pepper. Bring the soup to a boil, reduce the heat, cover the pan and cook the soup until the zucchini is tender, about 5 minutes. Stir in the milk and heat the soup until it is hot, but not boiling. Remove the soup from the heat and stir in the cheese. Garnish with soup with parsley and nutmeg. Suggestion: Canned or frozen corn may be used, but in the summer, fresh corn from the cob is special. For hearty eaters, double the recipe and feel free to alter the quantities to suit. This is a healthful way to use some of the summer persistent zucchini!